Viscosity Solutions for a System of Integro-PDEs and Connections to Optimal Switching and Control of Jump-Diffusion Processes

By Imran H. Biswas, Espen Robstad Jakobsen, Kenneth Hvistendahl Karlsen. 2010

77 citations recorded by the source corpus.

Subfields: Applied Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/d46f235b38f3c83fa999942c2244a1314222002d

How researchers see this paper

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In Applied Mathematics

  1. Jiwen Zhang
  2. Xifeng Su
  3. Yuanhong Wei
  4. Enrico Valdinoci
  5. Giovanni Molica Bisci
  6. Binlin Zhang
  7. Raffaella Servadei
  8. Mingqi Xiang

In Control and Systems Engineering

  1. Enrico Valdinoci

In Finance

  1. Enrico Valdinoci

Citations in the corpus