Work

On the stochastic maximum principle: Fixed time of control

Year: 1965

Type: article

Source: Journal of Mathematical Analysis and Applications

DOI: 10.1016/0022-247x(65)90070-3

Author: Harold J Kushner

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W1971754637

FWCI: 27.62

Cites: 8

Cited by: 112

Related to: 10