검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Optimal switching strategy of a mean-reverting asset over multiple regimes Suzuki K Automatica, 67, 33, 2016 |
| 2 |
A PROBLEM OF SINGULAR STOCHASTIC CONTROL WITH OPTIMAL STOPPING IN FINITE HORIZON Chen XS, Yi FH SIAM Journal on Control and Optimization, 50(4), 2151, 2012 |