Limited risk control of the ornstein-uhleeck process
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Publication:3671869
DOI10.1080/02331938008842694zbMath0521.93067OpenAlexW2093969581MaRDI QIDQ3671869
Kurt Helmes, Norbert Christopeit
Publication date: 1980
Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331938008842694
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Economic growth models (91B62) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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