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Search: subject:"hard end constraints"
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Piecewise deterministic
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hard end constraints
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Stochastischer Prozess
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Seierstad, Atle
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Økonomisk institutt, Universitetet i Oslo
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Maximum principle for stochastic control in continuous time with
hard
end
constraints
Seierstad, Atle
-
Økonomisk institutt, Universitetet i Oslo
-
2003
A maximum principle is proved for certain problems of continuous time stochastic control with
hard
end
constraints
…
Persistent link: https://www.econbiz.de/10005652148
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2
Maximum principle for stochastic control in continuous time with
hard
end
constraints
Seierstad, Atle
-
2002
A maximum principle is proved for certain problems of continuous time stochastic control with
hard
end
constraints
…
Persistent link: https://www.econbiz.de/10010284288
Saved in:
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