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dc.contributor.author
Biswas, Imran H.
dc.contributor.author
Jakobsen, Espen R.
dc.contributor.author
Karlsen, Kenneth H.
dc.date.accessioned
2017-06-08T23:55:53Z
dc.date.available
2017-06-08T23:55:53Z
dc.date.issued
2010
dc.identifier.issn
0095-4616
dc.identifier.issn
1432-0606
dc.identifier.other
10.1007/s00245-009-9095-8
dc.identifier.uri
http://hdl.handle.net/20.500.11850/20518
dc.language.iso
en
dc.publisher
Springer
dc.subject
Integro-partial differential equations
dc.subject
Dynamic programming method
dc.subject
Viscosity solutions
dc.subject
Optimal stochastic control and switching
dc.subject
Levy processes
dc.title
Viscosity Solutions for a System of Integro-PDEs and Connections to Optimal Switching and Control of Jump-Diffusion Processes
dc.type
Journal Article
ethz.journal.title
Applied mathematics and optimization
ethz.journal.volume
62
ethz.journal.issue
1
ethz.journal.abbreviated
Appl. math. optim.
ethz.pages.start
47
ethz.pages.end
80
ethz.notes
Published online 10 December 2009.
ethz.identifier.wos
ethz.identifier.nebis
000018149
ethz.publication.place
New York
ethz.publication.status
published
ethz.date.deposited
2017-06-08T23:56:11Z
ethz.source
ECIT
ethz.identifier.importid
imp59364cb9c81a313463
ethz.ecitpid
pub:33012
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T20:34:13Z
ethz.rosetta.lastUpdated
2017-07-12T20:34:13Z
ethz.rosetta.versionExported
true
ethz.COinS
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