Stochastic Control of One-Dimensional Diffusions Whose Generators Have Discontinuous Coefficients (Q3686604)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control of One-Dimensional Diffusions Whose Generators Have Discontinuous Coefficients |
scientific article |
Statements
Stochastic Control of One-Dimensional Diffusions Whose Generators Have Discontinuous Coefficients (English)
0 references
1985
0 references
one-dimensional controlled diffusion processes
0 references
non-smooth coefficient
0 references
pay-off function
0 references
