"Pathwise Optimality in Stochastic Control."

Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato (2000)

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DOI: 10.1137/S0363012998334778

access: closed

type: Journal Article

metadata version: 2020-07-09

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Paolo Dai Pra, Giovanni B. Di Masi, Barbara Trivellato:
Pathwise Optimality in Stochastic Control. SIAM J. Control. Optim. 39(5): 1540-1557 (2000)

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