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dc.contributor.authorSeierstad, Atleen
dc.date.accessioned2012-09-20T13:12:45Z-
dc.date.available2012-09-20T13:12:45Z-
dc.date.issued2002-
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
dc.language.isoengen
dc.publisher|aUniversity of Oslo, Department of Economics |cOsloen
dc.relation.ispartofseries|aMemorandum |x2002,24en
dc.subject.jelC61en
dc.subject.ddc330en
dc.subject.keywordPiecewise deterministicen
dc.subject.keywordhard end constraintsen
dc.subject.stwStochastischer Prozessen
dc.subject.stwTheorieen
dc.titleMaximum principle for stochastic control in continuous time with hard end constraints-
dc.typeWorking Paperen
dc.identifier.ppn354825410en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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