The shadow price of information in continuous time decision problems
- Author
- BACK, K1 ; PLISKA, S. R
[1] Northwestern univ., dep. economics, Evanston IL 60201, United States - Source
Stochastics. 1987, Vol 22, Num 2, pp 151-186 ; ref : 26 ref
- CODEN
- STOCB2
- ISSN
- 0090-9491
- Scientific domain
- Mathematics
- Publisher
- Gordon and Breach, New York, NY
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Commande stochastique Dualité Martingale Multiplicateur Lagrange Principe maximum Principe maximum stochastique
- Keyword (en)
- Stochastic control Duality Martingale Lagrange multiplier Maximum principle Stochastic maximum principle
- Keyword (es)
- Mando estocástico Dualidad Martingale Multiplicador Lagrange Principio máximo
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems / 001D02D07 Control system synthesis
- Discipline
- Computer science : theoretical automation and systems
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 7504919
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1080/17442508708833471 
https://dx.doi.org/10.1080/17442508708833471
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