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Some Solvable Stochastic Control Problems With Delay
Work
Year: 2000
Type: article
Abstract: We consider optimal harvesting of systems described by stochastic differential equations with delay. We focus on those situations where the value function of the harvesting problem depends on the init... more
Source: Stochastics and stochastics reports
Authors Ismail Elsanosi, Bernt Øksendal, Agnès Sulem
Institutions University of Oslo, Institut national de recherche en informatique et en automatique
Cites: 12
Cited by: 156
Related to: 10
FWCI: 1.714
Citation percentile (by year/subfield): 98.11
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: green