Dynamic allocation problems in continuous time (Q1333376)

From MaRDI portal
Revision as of 14:00, 31 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Dynamic allocation problems in continuous time
scientific article

    Statements

    title
    Dynamic allocation problems in continuous time (English)
    0 references
    author
    Nicole El Karoui
    0 references
    Ioannis Karatzas
    0 references
    publication date
    13 February 1996
    0 references
    Mathematics Subject Classification ID
    93E20
    0 references
    60G40
    0 references
    60K30
    0 references
    zbMATH DE Number
    639108
    0 references
    zbMATH Keywords
    non-Markovian dynamic allocation
    0 references
    stochastic control
    0 references
    optimal stopping
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1333376&oldid=13461522"
    Powered by MediaWiki