Solving stochastic optimal control problems by a Wiener chaos approach
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2014
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| In: |
Vietnam journal of mathematics
Year: 2014, Volume: 42, Issue: 1, Pages: 83-113 |
| ISSN: | 2305-2228 |
| DOI: | 10.1007/s10013-014-0060-8 |
| Online Access: | Resolving-System, Volltext: http://dx.doi.org/10.1007/s10013-014-0060-8
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| Author Notes: | Tony Huschto · Sebastian Sager |
| Physical Description: | Online Resource |
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| ISSN: | 2305-2228 |
| DOI: | 10.1007/s10013-014-0060-8 |