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"An Analysis of Monotone Follower Problems for Diffusion Processes."

Erhan Bayraktar, Masahiko Egami (2008)

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DOI: 10.1287/MOOR.1070.0295

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - https://dblp.org/rec/journals/mor/BayraktarE08
Erhan Bayraktar, Masahiko Egami:
An Analysis of Monotone Follower Problems for Diffusion Processes. Math. Oper. Res. 33(2): 336-350 (2008)

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