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Stochastic optimal multi-modes switching with a viscosity solution approach

✍ Scribed by Brahim El Asri

Book ID: 119368633
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 494 KB
Volume: 123
Category: Article
ISSN: 0304-4149
DOI: 10.1016/j.spa.2012.09.007

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