OpenAlex | Optimal Control on the $L^\infty $ Norm of a Diffusion Process

Optimal Control on the $L^\infty $ Norm of a Diffusion Process

Work

Year: 1994

Type: article

Source: SIAM Journal on Control and Optimization

Authors Guy Barles, Christian Daher, Marc Romano

Cites: 24

Cited by: 26

Related to: 10

FWCI: 0.591

Citation percentile (by year/subfield): 86

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed