A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/080738465
Reference15 articles.
1. An Introductory Approach to Duality in Optimal Stochastic Control
2. Pension funding incorporating downside risks
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