Continuous Viscosity Solutions to Linear-Quadratic Stochastic Control Problems with Singular Terminal State Constraint
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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In: Applied mathematics & optimization, Band 84, Ausgabe 1, Seite 1159-1184, 2020
- Klassifikation
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Wirtschaft
- Ereignis
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Veröffentlichung
- (wo)
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Berlin
- (wer)
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Humboldt-Universität zu Berlin
- (wann)
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2021
- Urheber
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Horst, Ulrich
Xia, Xiaonyu
- DOI
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10.18452/23708
- URN
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urn:nbn:de:kobv:11-110-18452/24369-8
- Rechteinformation
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:31 MESZ
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Beteiligte
- Horst, Ulrich
- Xia, Xiaonyu
- Humboldt-Universität zu Berlin
Entstanden
- 2021
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