Work

Generalized Solutions in Nonlinear Stochastic Control Problems

Year: 2002

Type: article

Source: SIAM Journal on Control and Optimization

DOI: 10.1137/s0363012900374221

Authors: F. Dufour, Boris M. Miller

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Centre National de la Recherche Scientifique

OpenAlex ID: W2149397974

FWCI: 0.547

Cites: 25

Cited by: 22

Related to: 10