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]

@inproceedings{ZhangJ06-6,
  title = {On Computation of Optimal Switching HJB Equation},
  author = {Huan Zhang and Matthew R. James},
  year = {2006},
  doi = {10.1109/CDC.2006.377594},
  url = {https://doi.org/10.1109/CDC.2006.377594},
  researchr = {https://researchr.org/publication/ZhangJ06-6},
  cites = {0},
  citedby = {0},
  pages = {2704-2709},
  booktitle = {45th IEEE Conference on Decision and Control, CDC 2006, San Diego, CA, USA, 13-15 December, 2006},
  publisher = {IEEE},
}