Stochastic Control Problems where Small Intervention Costs Have Big Effects

B. Øksendal

Open source

DOI
10.1007/s002459900130
Published
1999-11-19
Container
Applied Mathematics and Optimization
Publisher
Springer Science and Business Media LLC
Open access
unknown

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BibTeX

@article{allodium:10.1007/s002459900130,
  title = {Stochastic Control Problems where Small Intervention Costs Have Big Effects},
  author = {B. Øksendal},
  year = {1999},
  journal = {Applied Mathematics and Optimization},
  doi = {10.1007/s002459900130},
  url = {https://doi.org/10.1007/s002459900130}
}

RIS

TY  - JOUR
TI  - Stochastic Control Problems where Small Intervention Costs Have Big Effects
AU  - B. Øksendal
PY  - 1999
JO  - Applied Mathematics and Optimization
DO  - 10.1007/s002459900130
UR  - https://doi.org/10.1007/s002459900130
ER  - 

APA

Øksendal, B. (1999). Stochastic Control Problems where Small Intervention Costs Have Big Effects. Applied Mathematics and Optimization. https://doi.org/10.1007/s002459900130

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