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Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint, Ulrich Horst and Xiaonyu Xia,Applied Mathematics & Optimization
Release time:2023-05-19 Hits:Journal:Applied Mathematics & Optimization
Co-author:Ulrich Horst,Xiaonyu Xia
Volume:84
Issue:1
Page Number:1159–1184
Translation or Not:no
Date of Publication:2021-04-02
夏笑女
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:洪堡大学
Degree:Doctoral Degree in Science
School/Department:数理学院
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