Title | Compactification methods in the control of degenerate diffusions: existence of an optimal control |
Publication Type | Journal Article |
Year of Publication | 1987 |
Authors | Karoui, NEl, Du, NHuu, Jeanblanc-Picqué, M |
Journal | Stochastics |
Volume | 20 |
Pagination | 169–219 |
ISSN | 0090-9491 |
URL | http://db.lic.vnu.edu.vn:2080/10.1080/17442508708833443 |
DOI | 10.1080/17442508708833443 |