Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems
Work
Year: 2014
Type: article
Source: International Journal of Control
Author Agamirza E. Bashirov
Institution Eastern Mediterranean University
Cites: 44
Cited by: 5
Related to: 10
FWCI: 0.726
Citation percentile (by year/subfield): 71.01
Subfield: Finance
Domain: Social Sciences
Open Access status: closed