Title of article
Singular control of stochastic linear systems with recursive utility
Author/Authors
Ji-Bo Wang، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 2004
Pages
18
From page
105
To page
122
Keywords
singular stochastic control , free boundary problem , HJB equation , Di-usion with re6ections , Backward stochasticdi-erential equation
Journal title
Systems and Control Letters
Serial Year
2004
Journal title
Systems and Control Letters
Record number
142124
Link To Document