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Russian Mathematical Surveys, 1997, Volume 52, Issue 2, Pages 396–397
DOI: https://doi.org/10.1070/RM1997v052n02ABEH001787 (Mi rm829) 		 
This article is cited in 1 scientific paper (total in 1 paper)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Exact solution of an optimal control problem of investment in a diffusion model

E. B. Boguslavskaya

Steklov Mathematical Institute, Russian Academy of Sciences
English version PDF (122 kB) Citations (1) Russian version article
References:
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DOI: https://doi.org/10.1070/RM1997v052n02ABEH001787
Accepted: 18.12.1996
Bibliographic databases:
Document Type: Article
MSC: 91B28, 91B16, 49J15, 33C10, 93E20
Language: English
Original paper language: Russian
Citation: E. B. Boguslavskaya, “Exact solution of an optimal control problem of investment in a diffusion model”, Russian Math. Surveys, 52:2 (1997), 396–397
Citation in format AMSBIB
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\by E.~B.~Boguslavskaya
\paper Exact solution of an optimal control problem of investment in a~diffusion model
\jour Russian Math. Surveys
\yr 1997
\vol 52
\issue 2
\pages 396--397
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\crossref{https://doi.org/10.1070/RM1997v052n02ABEH001787}
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\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-0031532399}
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  • https://www.mathnet.ru/eng/rm829
  • https://doi.org/10.1070/RM1997v052n02ABEH001787
  • https://www.mathnet.ru/eng/rm/v52/i2/p157
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Успехи математических наук Russian Mathematical Surveys
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    Abstract page:378
    Russian version PDF:206
    English version PDF:20
    References:59
    First page:1
     
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