Characterizations of Overtaking Optimality for Controlled Diffusion Processes

By Héctor Jasso-Fuentes, Onésimo Hernández-Lerma. 2008

68 citations recorded by the source corpus.

Subfields: Finance, Modeling and Simulation, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/be7a2989608cf66682a0edcfa21ebd5d3fb74ce0