Work

Singular Optimal Stochastic Controls I: Existence

Year: 1995

Type: article

Source: SIAM Journal on Control and Optimization

DOI: 10.1137/s0363012993250256

Authors: Ulrich G. Haussmann, Wulin Suo

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2045766027

FWCI: 4.154

Cites: 31

Cited by: 97

Related to: 10