On some recent aspects of stochastic control and their applications
Work
Year: 2005
Type: article
Abstract: This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's maximum principle, ... more
Source: Probability Surveys
Author Huyên Pham
Cites: 100
Cited by: 91
Related to: 10
FWCI: 4.182
Citation percentile (by year/subfield): 96.49
Subfield: Finance
Domain: Social Sciences
Open Access status: gold
APC paid (est): $675