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Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work - MaRDI portal

Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work

From MaRDI portal
Publication:3919574

DOI10.1137/1023062zbMath0466.93073OpenAlexW2050427040MaRDI QIDQ3919574

Ulrich G. Haussmann

Publication date: 1981

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1023062



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