Compactification methods in the control of degenerate diffusions: existence of an optimal control

TitleCompactification methods in the control of degenerate diffusions: existence of an optimal control
Publication TypeJournal Article
Year of Publication1987
AuthorsKaroui, NEl, Du, NHuu, Jeanblanc-Picqué, M
JournalStochastics
Volume20
Pagination169–219
ISSN0090-9491
URLhttp://db.lic.vnu.edu.vn:2080/10.1080/17442508708833443
DOI10.1080/17442508708833443