Optimal control of stochastic ITO differential systems with fixed terminal time

Authors
Ahmed N. U. Teo K. L.
Citation
U. Ahmed N. et L. Teo K., Optimal control of stochastic ITO differential systems with fixed terminal time, Advances in applied probability , 7(1), 1975, pp. 154-178
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
7
Issue
1
Year of publication
1975
Pages
154 - 178
Database
ACNP
SICI code