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1 Ergebnisse
1
Relationship Between MP and DPP for the Stochastic Optimal ..:
Shi, Jing-Tao
;
Wu, Zhen
Applied Mathematics & Optimization. 63 (2010) 2 - p. 151-189 , 2010
Link:
https://doi.org/10.1007/s00245-010-9115-8
RT Journal T1 <Title>Relationship Between MP and DPP for the Stochastic Optimal Control Problem of Jump Diffusions</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s00245-010-9115-8&Exemplar=1&LAN=DE A1 Shi, Jing-Tao A1 Wu, Zhen PB Springer Science and Business Media LLC YR 2010 SN 0095-4616 SN 1432-0606 JF Applied Mathematics & Optimization VO 63 IS 2 SP 151 OP 189 LK http://dx.doi.org/https://doi.org/10.1007/s00245-010-9115-8 DO https://doi.org/10.1007/s00245-010-9115-8 SF ELIB - SuUB Bremen
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