Computational aspects in applied stochastic control

Charles S. Tapiero; Agnès Sulem

doi:10.1007/BF01299570

Computational aspects in applied stochastic control

Charles S. Tapiero, Agnès Sulem

Finance and Risk Engineering

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	109-146
Number of pages	38
Journal	Computational Economics
Volume	7
Issue number	2
DOIs	https://doi.org/10.1007/BF01299570
State	Published - Jun 1994

ASJC Scopus subject areas

Economics, Econometrics and Finance (miscellaneous)
Computer Science Applications

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10.1007/BF01299570

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title = "Computational aspects in applied stochastic control",

author = "Tapiero, {Charles S.} and Agn{\`e}s Sulem",

year = "1994",

month = jun,

doi = "10.1007/BF01299570",

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pages = "109--146",

journal = "Computational Economics",

issn = "0927-7099",

publisher = "Springer Netherlands",

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AU - Tapiero, Charles S.

AU - Sulem, Agnès

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JO - Computational Economics

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Computational aspects in applied stochastic control

ASJC Scopus subject areas

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