Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
Year of publication: |
2007
|
---|---|
Authors: | Sennewald, Ken |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 4, p. 1106-1131
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
"Ito's Lemma" and the Bellman equation for Poisson processes: An applied view
Sennewald, Ken, (2005)
-
Controlled Stochastic Differential Equations under Poisson Uncertainty and with Unbounded Utility
Sennewald, Ken, (2005)
-
"Itô's Lemma" and the Bellman equation: An applied view
Sennewald, Ken, (2005)
- More ...