"A Stochastic Control Problem with Linearly Bounded Control Rates in a ..."

Jean-François Renaud, Clarence Simard (2021)

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DOI: 10.1137/20M135296X

access: closed

type: Journal Article

metadata version: 2021-12-03

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Jean-François Renaud, Clarence Simard:
A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model. SIAM J. Control. Optim. 59(5): 3103-3117 (2021)

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