Work

Singular ergodic control for multidimensional Gaussian processes

Year: 1992

Type: article

Source: Mathematics of Control Signals and Systems

DOI: 10.1007/bf01211978

Authors: J. L. Menaldi, M. Robin, M. I. Taksar

Institutions: Wayne State University, Institut national de recherche en sciences et technologies du numérique, State University of New York, Stony Brook University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2051677259

FWCI: 0.9

Cites: 50

Cited by: 28

Related to: 10