Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026)
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scientific article; zbMATH DE number 5554420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility |
scientific article; zbMATH DE number 5554420 |
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Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (English)
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18 May 2009
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stochastic differential equation
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Poisson processes
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Bellman equation
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0.92018545
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0.9134242
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0.90980554
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0.9072691
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0.9063262
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0.90446293
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0.9036225
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