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"Explicit Solution to an Optimal Switching Problem in the Two-Regime Case."

Vathana Ly Vath, Huyên Pham (2007)

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DOI: 10.1137/050638783

access: closed

type: Journal Article

metadata version: 2020-07-09

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Vathana Ly Vath, Huyên Pham:
Explicit Solution to an Optimal Switching Problem in the Two-Regime Case. SIAM J. Control. Optim. 46(2): 395-426 (2007)

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