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11

JOTA
2010

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On a PDE Arising in One-Dimensional Stochastic Control Problems

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On a PDE Arising in One-Dimensional Stochastic Control Problems

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The paper provides a systematic way for finding a partial differential equation that directly characterizes the optimal control, in the framework of one

Ricardo Josa-Fombellida, Juan Pablo Rincón-

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JOTA 2010 | Optimal Control | Stochastic Control Problems | Systematic Way |

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Added	19 May 2011
Updated	19 May 2011
Type	Journal
Year	2010
Where	JOTA
Authors	Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero

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