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research article

Optimal switching between two random walks

Cairoli, R.
•
Dalang, Robert C.  
1995
Annals of Applied Probability
  • Details
  • Metrics
Type
research article
DOI
10.1214/aop/1176987812
Web of Science ID

WOS:A1995UH16900022

Author(s)
Cairoli, R.
Dalang, Robert C.  
Date Issued

1995

Published in
Annals of Applied Probability
Volume

23

Issue

4

Start page

1982

End page

2013

Subjects

stochastic control

•

optimal switching

•

random walk

•

value function

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
December 1, 2008
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/32018
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