Infinite Horizon Controlled Diffusions with Randomly Varying and State-Dependent Discount Cost Rates

Document Details

Document Type
Pub Defense Publication
Publication Date
Jun 27, 2016
Source ID
10.1007/s10957-016-0898-x

Entities

People

  • G. Yin
  • Xianggang Lu
  • Xianping Guo

Organizations

  • Air Force Office of Scientific Research
  • National Natural Science Foundation of China