Optimal control of semi-Markov processes with a backward stochastic differential equations approach
Work
Year: 2016
Type: article
Authors Elena Bandini, Fulvia Confortola
Institutions Libera Università Internazionale degli Studi Sociali Guido Carli, Politecnico di Milano
Cites: 57
Cited by: 17
Related to: 10
FWCI: 3.289
Citation percentile (by year/subfield): 92.51
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green