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Li, Kai; Nyström, Kaj; Olofsson, Marcus Optimal switching problems under partial information. (English) Zbl 1327.60034 Monte Carlo Methods Appl. 21, No. 2, 91-120 (2015). MSC: 60C05 60F25 60G35 60G40 60H35 62J02 PDFBibTeX XMLCite \textit{K. Li} et al., Monte Carlo Methods Appl. 21, No. 2, 91--120 (2015; Zbl 1327.60034) Full Text: DOI arXiv
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Lundström, Niklas L. P.; Nyström, Kaj; Olofsson, Marcus Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type. (English) Zbl 1302.35226 Ann. Mat. Pura Appl. (4) 193, No. 4, 1213-1247 (2014). MSC: 35K87 49J20 49N60 35D40 35R60 35K70 35B51 35B65 PDFBibTeX XMLCite \textit{N. L. P. Lundström} et al., Ann. Mat. Pura Appl. (4) 193, No. 4, 1213--1247 (2014; Zbl 1302.35226) Full Text: DOI