The Lagrange and the vanishing discount techniques to...

The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints

Jasso-Fuentes, Héctor, Escobedo-Trujillo, Beatris Adriana, Mendoza-Pérez, Armando Felipe
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Volume:
437
Language:
english
Journal:
Journal of Mathematical Analysis and Applications
DOI:
10.1016/j.jmaa.2016.01.036
Date:
May, 2016
File:
PDF, 683 KB
english, 2016
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