THE FINANCIAL APPLICATIONS OF RANDOM CONTROL PROBLEM IN CONTINUOUS TIME
Journal: International Journal of Engineering Sciences & Research Technology (IJESRT) (Vol.4, No. 4)Publication Date: 2015-04-30
Authors : Entisar Alrasheed; Ismail elsanousi; M.A.Gubara;
Page : 134-139
Keywords : control problem; value function; random differential equation;
Abstract
The aim of the present paper is to find the value function and optimal control for controlled problem described by
continuous time model
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Last modified: 2015-04-21 23:04:38