"A maximum principle for relaxed stochastic control of linear SDEs with ..."

Daniel Andersson, Boualem Djehiche (2010)

> Home

Details and statistics

DOI: 10.1007/S00186-010-0320-7

access: closed

type: Journal Article

metadata version: 2020-03-03

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mmor/AnderssonD10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mmor/AnderssonD10
Daniel Andersson, Boualem Djehiche:
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization. Math. Methods Oper. Res. 72(2): 273-310 (2010)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.