Stochastic maximum principle for optimal control of SPDEs
Work
Year: 2012
Type: article
Source: Comptes Rendus Mathématique
Institution Institut de recherche mathématique de Rennes
Cites: 5
Cited by: 24
Related to: 10
FWCI: 2.688
Citation percentile (by year/subfield): 91.41
Subfield: Finance
Domain: Social Sciences
Open Access status: green