مرکز منطقه ای اطلاع رساني علوم و فناوري - Singular control of stochastic linear systems with recursive utility

Title of article :

Singular control of stochastic linear systems with recursive utility

Author/Authors :

Ji-Bo Wang، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2004

Pages :

From page :

105

To page :

122

Keywords :

singular stochastic control , free boundary problem , HJB equation , Di-usion with re6ections , Backward stochasticdi-erential equation

Journal title :

Systems and Control Letters

Serial Year :

2004

Journal title :

Systems and Control Letters

Record number :

142124

Link To Document :