"Optimal Switching over Multiple Regimes."

Huyên Pham, Vathana Ly Vath, Xun Yu Zhou (2009)

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DOI: 10.1137/070709372

access: closed

type: Journal Article

metadata version: 2020-07-09

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Huyên Pham, Vathana Ly Vath, Xun Yu Zhou:
Optimal Switching over Multiple Regimes. SIAM J. Control. Optim. 48(4): 2217-2253 (2009)

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