Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
type: Item
instance of: scholarly article
title: Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
zbMATH Open document ID: 1201.93132
author: Ken Sennewald
publication date: 2009-05-18T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/22720
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 5554420
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: Poisson processes
zbMATH Keywords: Bellman equation
MaRDI profile type: Publication
OpenAlex ID: W2086468938
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DOI: 10.1016/J.JEDC.2006.04.004
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 5554420