Open AccessExact Solutions to Optimal Control Problems for Wiener Processes with Exponential Jumps
Author(s) -
Mario Lefebvre
Publication year - 2021
Publication title -
journal of stochastic analysis
Language(s) - English
Resource type - Journals
ISSN - 2689-6931
DOI - 10.31390/josa.2.2.01
Subject(s) - exponential function , mathematics , control (management) , calculus (dental) , mathematical economics , mathematical optimization , computer science , mathematical analysis , medicine , artificial intelligence , dentistry