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Optimal switching between two random walks

Cairoli, R. ; Dalang, Robert C.

Published in:
Annals of Applied Probability, 23, 4, 1982-2013
Year:
1995
Keywords:
stochastic control ; optimal switching ; random walk ; value function
DOI:
10.1214/aop/1176987812
Other identifiers:
View record in Web of Science
Laboratories:
PROB

Record appears in:
Scientific production and competences > SB - School of Basic Sciences > MATH - Institute of Mathematics > PROB - Chair of Probability
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Work produced at EPFL
Journal Articles
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 Record created 2008-12-01, last modified 2018-12-03


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