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Regular finite fuel stochastic control problems with exit time
Authors
A Bensoussan
A Cadenillas
+40 more
A Oberman
A Tourin
APN Weerasinghe
D Gilbarg
DB Rokhlin
Dmitry B. Rokhlin
E Bayraktar
E Bayraktar
F Dufour
FL Chernous’ko
G Barles
G Barles
Georgii Mironenko
H Ishii
I Karatzas
I Karatzas
I Karatzas
J Bather
J Gatheral
JA Bather
JMC Clark
M Crandall
M Motta
M Motta
M Motta
M Pemy
MI Freidlin
N Karoui El
N Touzi
NV Krylov
NV Krylov
P Dupuis
PL Chow
R Bass
S Chaumont
SD Jacka
SD Jacka
VE Beneš
WD Sudderth
WH Fleming
Publication date
Publisher
'Springer Science and Business Media LLC'
Doi
Abstract
Abstract is not available.
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info:doi/10.1007%2Fs00186-016-...
Last time updated on 17/09/2020