Semi-group methods in stochastic control
Banach Center Publications (1985)
- Volume: 14, Issue: 1, page 47-58
- ISSN: 0137-6934
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topA. Bensoussan. "Semi-group methods in stochastic control." Banach Center Publications 14.1 (1985): 47-58. <http://eudml.org/doc/268042>.
@article{A1985,
author = {A. Bensoussan},
journal = {Banach Center Publications},
keywords = {maximum solution; Markov semigroup; stopping time; implicit obstacles},
language = {eng},
number = {1},
pages = {47-58},
title = {Semi-group methods in stochastic control},
url = {http://eudml.org/doc/268042},
volume = {14},
year = {1985},
}
TY - JOUR
AU - A. Bensoussan
TI - Semi-group methods in stochastic control
JO - Banach Center Publications
PY - 1985
VL - 14
IS - 1
SP - 47
EP - 58
LA - eng
KW - maximum solution; Markov semigroup; stopping time; implicit obstacles
UR - http://eudml.org/doc/268042
ER -
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