Controlled diffusions with boundary-crossing costs
Open Access
- 1 July 1988
- journal article
- Published by Springer Nature in Applied Mathematics & Optimization
- Vol. 18 (1) , 67-83
- https://doi.org/10.1007/bf01443615
Abstract
No abstract availableKeywords
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- Controlled Diffusion ProcessesPublished by Springer Nature ,1980
- Elliptic Partial Differential Equations of Second OrderPublished by Springer Nature ,1977
- Existence results for optimal stochastic controlsJournal of Optimization Theory and Applications, 1975