Compactification method for a stochastic control problem on a junction

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Date
2019Publisher city
ParisCollection title
Cahier de recherche CEREMADE, Université Paris Dauphine-PSLLink to item file
https://hal.archives-ouvertes.fr/hal-02425622Dewey
AnalyseSujet
stochastic control; junctionCollections
Metadata
Show full item recordAuthor
Wahbi, Isaac
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]