Optimal switching between two random walks

Cairoli, R.Dalang, Robert C.2008-12-012008-12-012008-12-01199510.1214/aop/1176987812https://infoscience.epfl.ch/handle/20.500.14299/32018WOS:A1995UH16900022stochastic controloptimal switchingrandom walkvalue functionOptimal switching between two random walkstext::journal::journal article::research article