bookApplications of mathematicsJan 1, 2009Closed access

Continuous-time Stochastic Control and Optimization with Financial Applications

HPHuyên Pham

Laboratoire de Probabilités et Modèles Aléatoires

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

1,066
total citations
FWCI
28.83
Percentile
100%
References
4
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Mathematics
  • Control (management)
  • Stochastic control
  • Mathematical optimization
  • Mathematical economics
  • Finance
  • Optimal control
  • Economics
No related works found for this paper.