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"Stochastic Target Problems with Controlled Loss."

Bruno Bouchard, Romuald Elie, Nizar Touzi (2009)

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DOI: 10.1137/08073593X

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/BouchardET09
Bruno Bouchard, Romuald Elie, Nizar Touzi:
Stochastic Target Problems with Controlled Loss. SIAM J. Control. Optim. 48(5): 3123-3150 (2009)

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