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"A Finite Horizon Optimal Multiple Switching Problem."

Boualem Djehiche, Said Hamadène, Alexandre Popier (2009)

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DOI: 10.1137/070697641

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/DjehicheHP09
Boualem Djehiche, Said Hamadène, Alexandre Popier:
A Finite Horizon Optimal Multiple Switching Problem. SIAM J. Control. Optim. 48(4): 2751-2770 (2009)

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