Lagrange approach to the optimal control of diffusions
Year: 1993
Type: article
Source: Acta Applicandae Mathematicae
DOI: 10.1007/bf00998149
Authors: Peter Kosmol, Michele Pavon
Institutions: Christian-Albrechts-Universität zu Kiel, University of Padua
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W2066416622