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Exact solutions to optimal control problems for wiener processes with exponential jumps

Mario Lefebvre

Article (2021)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/47949/
Journal Title: Journal of Stochastic Analysis (vol. 2, no. 2)
DOI: 10.31390/josa.2.2.01
Official URL: https://doi.org/10.31390/josa.2.2.01
Date Deposited: 18 Apr 2023 15:00
Last Modified: 25 Sep 2024 16:36
Cite in APA 7: Lefebvre, M. (2021). Exact solutions to optimal control problems for wiener processes with exponential jumps. Journal of Stochastic Analysis, 2(2), 10 pages. https://doi.org/10.31390/josa.2.2.01

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