검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Optimal switching strategy of a mean-reverting asset over multiple regimes Suzuki K Automatica, 67, 33, 2016 |
| 2 |
OPTIMAL SWITCHING OVER MULTIPLE REGIMES Pham H, Vath VL, Zhou XY SIAM Journal on Control and Optimization, 48(4), 2217, 2009 |