Solving stochastic optimal control problems by a Wiener chaos approach

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Hauptverfasser: Huschto, Tony (VerfasserIn) , Sager, Sebastian (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 2014
In: Vietnam journal of mathematics
Year: 2014, Jahrgang: 42, Heft: 1, Pages: 83-113
ISSN:2305-2228
DOI:10.1007/s10013-014-0060-8
Online-Zugang:Resolving-System, Volltext: http://dx.doi.org/10.1007/s10013-014-0060-8
Volltext
Verfasserangaben:Tony Huschto · Sebastian Sager

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