Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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Publication:3320264
DOI10.1137/0322005zbMATH Open0535.93071OpenAlexW1974932729MaRDI QIDQ3320264FDOQ3320264
Authors: John P. Lehoczky, Steven Shreve, D. P. jun. Gaver 
Publication date: 1984
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0322005
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