Regular finite fuel stochastic control problems with exit time
Dmitry B. Rokhlin, Georgii Mironenko
| Year of publication: |
August 2016
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|---|---|
| Authors: | Rochlin, Dmitri B. ; Mironenko, Georgii |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 84.2016, 1, p. 105-127
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| Subject: | Finite fuel | Exit time | Viscosity solution | Optimal correction | Optimal tracking | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-016-0536-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673445