On Computation of Optimal Switching HJB Equation

Huan Zhang, Matthew R. James. On Computation of Optimal Switching HJB Equation. In 45th IEEE Conference on Decision and Control, CDC 2006, San Diego, CA, USA, 13-15 December, 2006. pages 2704-2709, IEEE, 2006. [doi]

Authors

Huan Zhang

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Matthew R. James

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