STOCHASTIC PARABOLIC MODEL FOR INFINITE-DIMENSIONAL FORWOARD RATE AND MEAN-VARIANCE OPTIMAL CONTROL
Aihara, ShinIchi, Bagchi, ArunabhaVolume:
35
Year:
2002
Language:
english
Journal:
IFAC Proceedings Volumes
DOI:
10.3182/20020721-6-es-1901.01141
File:
PDF, 1004 KB
english, 2002