The mean field optimal switching problem: Variational inequality approach

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Journal Categories
Science
Mathematics
Technology
Technology (General)
Industrial engineering
Management engineering
Applied mathematics
Quantitative methods
Refrences
Title Journal Journal Categories Citations Publication Date
10.1007/978-3-319-56436-4
10.23943/princeton/9780691190716.001.0001
A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet

 International Journal of Stochastic Analysis 1 2014
A Finite Horizon Optimal Multiple Switching Problem SIAM Journal on Control and Optimization
  • Technology: Mechanical engineering and machinery
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
 72 2009
10.1142/S0219622006002039