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"Stochastic Perron for Stochastic Target Problems."

Erhan Bayraktar, Jiaqi Li (2016)

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DOI: 10.1007/S10957-016-0958-2

access: closed

type: Journal Article

metadata version: 2020-04-07

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  - https://dblp.org/rec/journals/jota/BayraktarL16
Erhan Bayraktar, Jiaqi Li:
Stochastic Perron for Stochastic Target Problems. J. Optim. Theory Appl. 170(3): 1026-1054 (2016)

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