Sciweavers

    SIAMCO
    2011
    242views Software Engineering» more  SIAMCO 2011»
    Weak Dynamic Programming Principle for Viscosity Solutions
    13 years 7 months ago
    Weak Dynamic Programming Principle for Viscosity Solutions
    Download  www.ceremade.dauphine.fr
    Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical di�...
    Bruno Bouchard, Nizar Touzi
    claim paper
    Read More »
    MOR
    2010
    91views more  MOR 2010»
    On the One-Dimensional Optimal Switching Problem
    14 years 3 months ago
    On the One-Dimensional Optimal Switching Problem
    Download  www.econ.kyoto-u.ac.jp
    We explicitly solve the optimal switching problem for one-dimensional diffusions by directly employing the dynamic programming principle and the excessive characterization of the ...
    Erhan Bayraktar, Masahiko Egami
    claim paper
    Read More »
    Explore & Download
    Proceedings Preprints Top 5 Ranked Papers Publications Books Software Tutorials Presentations Lectures Notes Datasets
    Productivity Tools
    International On-screen Keyboard Graphical Social Symbols OCR Text Recognition CSS3 Style Generator Web Page to PDF Web Page to Image PDF Split PDF Merge Latex Equation Editor Sci2ools
    Document Tools
    PDF to Text PDF to Postscript PDF to Thumbnails Excel to PDF Word to PDF Postscript to PDF PowerPoint to PDF Latex to Word Repair Corrupted PDF
    Image Tools
    JPG to PS JPG to PDF Extract Images from PDF Image Converter
    Sciweavers
    About Community Cookies Privacy Policy Terms of Use

    Copyright © Sciweavers LLC, 2009-2025, USA.