Mayer and optimal stopping stochastic control problems with discontinuous cost
Work
Year: 2011
Type: article
Authors Dan Goreac, Oana‐Silvia Serea
Institutions Université Paris Cité, Laboratoire d’Analyse et de Mathématiques Appliquées, Université Gustave Eiffel, École Polytechnique
Cites: 15
Cited by: 22
Related to: 10
FWCI: 3.094
Citation percentile (by year/subfield): 82.94
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze