Stochastic control/stopping problem with expectation constraints
Autor: | Bayraktar, Erhan a, ⁎, 1, Yao, Song b, 2 |
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Zdroj: | In Stochastic Processes and their Applications October 2024 176 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Bayraktar, Erhan a, ⁎, 1, Yao, Song b, 2 |
---|---|
Zdroj: | In Stochastic Processes and their Applications October 2024 176 |
Databáze: | ScienceDirect |
Externí odkaz: |