Work

The optimal control of diffusions

Year: 1990

Type: article

Source: Applied Mathematics & Optimization

DOI: 10.1007/bf01447329

Author: Robert J. Elliott

Institution: University of Alberta

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2033011612

FWCI: 1.826

Cites: 13

Cited by: 41

Related to: 10