A stochastic target formulation for optimal switching problems in finite horizon
Date
2009-09-24Dewey
Probabilités et mathématiques appliquéesSujet
Viscosity solutions; Optimal ControlJournal issue
StochasticsVolume
81Number
2Publication date
04-2009Article pages
171 - 197Publisher
Taylor & FrancisCollections
Metadata
Show full item recordAuthor
Bouchard, Bruno