The connection between the maximum principle and dynamic programming in stochastic control
Work
Year: 1990
Type: article
Author Xun Yu Zhouf
Institution Fudan University
Cites: 10
Cited by: 39
Related to: 10
FWCI: 1.244
Citation percentile (by year/subfield): 90.19
Subfield: Finance
Domain: Social Sciences
Open Access status: closed