An optimal multiple switching problem under weak assumptions

Cilt: 2 Sayı: 2 1 Haziran 2017
  • Imen Hassairi
Communication in Mathematical Modeling and Applications Kapak
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

Keywords

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

-

Yazarlar

Imen Hassairi Bu kişi benim

Yayımlanma Tarihi

1 Haziran 2017

Gönderilme Tarihi

1 Haziran 2017

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2017 Cilt: 2 Sayı: 2

IZ

https://izlik.org/JA34HL75DP

Kaynak Göster

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 (01 Haziran 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, c. 2, sy 2, ss. 18–22, Haz. 2017, [çevrimiçi]. Erişim adresi: https://izlik.org/JA34HL75DP
ISNAD
Hassairi, Imen. “An optimal multiple switching problem under weak assumptions”. Communication in Mathematical Modeling and Applications 2/2 (01 Haziran 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, c. 2, sy 2, Haziran 2017, ss. 18-22, https://izlik.org/JA34HL75DP.
Vancouver
1.Imen Hassairi. An optimal multiple switching problem under weak assumptions. CMMA [Internet]. 01 Haziran 2017;2(2):18-22. Erişim adresi: https://izlik.org/JA34HL75DP