"Optimal Switching with Constraints and Utility Maximization of an ..."

Qingshuo Song, Gang George Yin, Chao Zhu (2012)

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DOI: 10.1137/10080823X

access: closed

type: Journal Article

metadata version: 2020-07-09

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Qingshuo Song, Gang George Yin, Chao Zhu:
Optimal Switching with Constraints and Utility Maximization of an Indivisible Market. SIAM J. Control. Optim. 50(2): 629-651 (2012)

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