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A Finite Horizon Optimal Multiple Switching Problem

✍ Scribed by Djehiche, Boualem; Hamadène, Said; Popier, Alexandre

Book ID: 118205718
Publisher: Society for Industrial and Applied Mathematics
Year: 2009
Tongue: English
Weight: 283 KB
Volume: 48
Category: Article
ISSN: 0363-0129
DOI: 10.1137/070697641

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