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- Doncho S. Donchev, Alexander A. Yushkevich
- Math. Meth. of OR
- 1997

- Doncho S. Donchev
- Math. Meth. of OR
- 1998

- Doncho S. Donchev
- Math. Meth. of OR
- 1995

The optimal policy and the value function of a problem of optimal switching between a Wiener process and a deterministic motion on a segment are found in the present article. The speed of the motion is equal to I and it is in direction to the nearest end of the segment. For every switching a positive payment has to be paid. The problem is to minimize the… (More)

- Doncho S. Donchev
- Math. Meth. of OR
- 1995

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