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dc.contributor.authorSeierstad, Atleen_US
dc.date.accessioned2012-09-20T13:12:45Z-
dc.date.available2012-09-20T13:12:45Z-
dc.date.issued2002en_US
dc.identifier.urihttp://hdl.handle.net/10419/63000-
dc.description.abstractA maximum principle is proved for certain problems of continuous time stochastic control with hard end constraints, (end constraints satis_ed a.s.) After establishing a general theorem, the results are applied to problems where the state equation (di_erential equation) changes at certain stochastic points in time, and to piecewise continuous stochastic problems (including piecewise deterministic problems).en_US
dc.language.isoengen_US
dc.publisherDep. of Economics, Univ. of Oslo Osloen_US
dc.relation.ispartofseriesMemorandum, Department of Economics, University of Oslo 2002,24en_US
dc.subject.jelC61en_US
dc.subject.ddc330en_US
dc.subject.keywordPiecewise deterministicen_US
dc.subject.keywordhard end constraintsen_US
dc.subject.stwStochastischer Prozessen_US
dc.subject.stwTheorieen_US
dc.titleMaximum principle for stochastic control in continuous time with hard end constraintsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn354825410en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:Memorandum, Department of Economics, University of Oslo

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