An optimal multiple switching problem under weak assumptions

Volume: 2 Number: 2 June 1, 2017
  • Imen Hassairi
Communication in Mathematical Modeling and Applications Cover
Communication in Mathematical Modeling and Applications
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An optimal multiple switching problem under weak assumptions

Abstract

This work studies the problem of optimal multiple switching in finite horizon, when the switching costs functions are continous and belong to class D. This problem is solved by means of the Snell envelope of processes

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Primary Language

English

Subjects

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Journal Section

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Authors

Imen Hassairi This is me

Publication Date

June 1, 2017

Submission Date

June 1, 2017

Acceptance Date

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Published in Issue

Year 2017 Volume: 2 Number: 2

IZ

https://izlik.org/JA34HL75DP

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RIS / Bibtex
APA
Hassairi, I. (2017). An optimal multiple switching problem under weak assumptions. Communication in Mathematical Modeling and Applications, 2(2), 18-22. https://izlik.org/JA34HL75DP
AMA
1.Hassairi I. An optimal multiple switching problem under weak assumptions. CMMA. 2017;2(2):18-22. https://izlik.org/JA34HL75DP
Chicago
Hassairi, Imen. 2017. “An Optimal Multiple Switching Problem under Weak Assumptions”. Communication in Mathematical Modeling and Applications 2 (2): 18-22. https://izlik.org/JA34HL75DP.
EndNote
Hassairi I (June 1, 2017) An optimal multiple switching problem under weak assumptions. Communication in Mathematical Modeling and Applications 2 2 18–22.
IEEE
[1]I. Hassairi, “An optimal multiple switching problem under weak assumptions”, CMMA, vol. 2, no. 2, pp. 18–22, June 2017, [Online]. Available: https://izlik.org/JA34HL75DP
ISNAD
Hassairi, Imen. “An Optimal Multiple Switching Problem under Weak Assumptions”. Communication in Mathematical Modeling and Applications 2/2 (June 1, 2017): 18-22. https://izlik.org/JA34HL75DP.
JAMA
1.Hassairi I. An optimal multiple switching problem under weak assumptions. CMMA. 2017;2:18–22.
MLA
Hassairi, Imen. “An Optimal Multiple Switching Problem under Weak Assumptions”. Communication in Mathematical Modeling and Applications, vol. 2, no. 2, June 2017, pp. 18-22, https://izlik.org/JA34HL75DP.
Vancouver
1.Imen Hassairi. An optimal multiple switching problem under weak assumptions. CMMA [Internet]. 2017 Jun. 1;2(2):18-22. Available from: https://izlik.org/JA34HL75DP