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Optimal stochastic control of a class of processes with an exponential cost function

Mario Lefebvre

Article (1986)

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Additional Information: Nom historique du département: Département de mathématiques appliquées
Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/42903/
Journal Title: Annales des sciences mathématiques du Québec (vol. 10, no. 2)
Official URL: http://www.labmath.uqam.ca/~annales/volumes/10-2/P...
Date Deposited: 18 Apr 2023 15:26
Last Modified: 25 Sep 2024 16:29
Cite in APA 7: Lefebvre, M. (1986). Optimal stochastic control of a class of processes with an exponential cost function. Annales des sciences mathématiques du Québec, 10(2), 181-187. http://www.labmath.uqam.ca/~annales/volumes/10-2/PDF/181-187.pdf

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