Partial information linear quadratic control for jump diffusions
by Bernt Øksendal and Yaozhong Hu
Bok Engelsk 2009
Digital utgave: Søke-URL
| Utgitt | Bergen : Norwegian School of Economics and Business Administration, Department of Finance and Management Science , 2009
|
|---|---|
| Omfang | S. 1744-1761
|
| Opplysninger | Særtrykk av: SIAM journal on control and optimization, 47(2009)nr. 4
|
