Optimum control of stochastic differential equation systems-Reference-Cited by-同舟云学术

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Optimum control of stochastic differential equation systems

Published:1979-05 Issue:2 Volume:1 Page:143-175
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Chow Gregory C.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference18 articles.

1. Stochastic differential equations: Theory and applications;Arnold,1974

2. Optimal pricing, use and exploration of uncertain natural resource stocks;Arrow,1977

3. Introduction to stochastic control theory;ström,1970

4. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

5. Analysis and control of dynamic economic systems;Chow,1975

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