مرکز منطقه ای اطلاع رساني علوم و فناوري - Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility

Title of article :

Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility

Author/Authors :

Ken Sennewald، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1106

To page :

1131

Keywords :

stochastic differential equation , Poisson processes , Bellman equation

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2007

Journal title :

Journal of Economic Dynamics and Control

Record number :

239028

Link To Document :