Composition and invariance methods for solving some stochastic control problems

Authors
Benes V. E.
Citation
E. Benes V., Composition and invariance methods for solving some stochastic control problems, Advances in applied probability , 7(1), 1975, pp. 299-329
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
7
Issue
1
Year of publication
1975
Pages
299 - 329
Database
ACNP
SICI code