Dynamic allocation problems in continuous time (Q1333376)

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Dynamic allocation problems in continuous time
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    title
    Dynamic allocation problems in continuous time (English)
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    author
    Nicole El Karoui
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    Ioannis Karatzas
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    publication date
    13 February 1996
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    Mathematics Subject Classification ID
    93E20
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    60G40
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    60K30
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    zbMATH DE Number
    639108
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    zbMATH Keywords
    non-Markovian dynamic allocation
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    stochastic control
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    optimal stopping
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