Optimal Consumption for General Diffusions with Absorbing...

SIAM Journal on Control and Optimization 1984 / 01 Vol. 22; Iss. 1

Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers

Shreve, S. E., Lehoczky, J. P., Gaver, D. P.
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Volume:
22
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/0322005
Date:
January, 1984
File:
PDF, 1.79 MB
english, 1984
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