Girsanov functionals and optimal bang-bang laws for final value stochastic control

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Journal

Title: Stochastic Processes and their Applications

Abbreviated Title: Stochastic Processes and their Applications

Publisher: Elsevier BV

ISSN (Print): 03044149

Publication date Created: April 1974

Publication date (Print): April 1974

Volume: 2

Issue: 2

Pages: 127-140

Article

DOI: 10.1016/0304-4149(74)90022-2

SO-VID: efe06249-b1eb-42ca-9f19-75c5a39e500d

License:

https://www.elsevier.com/tdm/userlicense/1.0/

https://www.elsevier.com/open-access/userlicense/1.0/

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