PROBABILISTIC ASPECTS OF FINITE-FUEL, REFLECTED FOLLOWER PROBLEMS

被引：0

作者：

ELKAROUI, N

KARATZAS, I

机构：

[1] UNIV PIERRE & MARIE CURIE,PROBABIL LAB,F-75252 PARIS 05,FRANCE

[2] COLUMBIA UNIV,DEPT STAT,NEW YORK,NY 10027

[3] INST NATL RECH INFORMAT & AUTOMAT,F-78153 LE CHESNAY,FRANCE

来源：

ACTA APPLICANDAE MATHEMATICAE | 1988年 / 11卷 / 03期

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：223 / 258

页数：36

共 29 条

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[10] CONNECTIONS BETWEEN OPTIMAL STOPPING AND SINGULAR STOCHASTIC-CONTROL .2. REFLECTED FOLLOWER PROBLEMS
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