A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs
- 1 June 1983
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 43 (3) , 465-475
- https://doi.org/10.1137/0143030
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
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