Stochastic Target Problems with Controlled Loss
Work
Year: 2009
Type: article
Abstract: We consider the problem of finding the minimal initial data of a controlled process which guarantees to reach a controlled target with a given probability of success or, more generally, with a given l... more
Authors Bruno Bouchard, Nizar Touzi, Romuald Élie
Institutions Centre de Recherche en Mathématiques de la Décision, Centre de Recherche en Économie et Statistique, Centre de Mathématiques Appliquées
Cites: 14
Cited by: 111
Related to: 10
FWCI: 4.754
Citation percentile (by year/subfield): 97.57
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green