Optimal Control of Stochastic Ito Differential Systems with Fixed Terminal Time. Ahmed, N. U. & Teo, K. L. Advances in Applied Probability, 7(1):154–178, March, 1975.
Paper doi bibtex @Article{Ahmed:1975:OCS,
author = "N. U. Ahmed and K. L. Teo",
title = "Optimal Control of Stochastic {Ito} Differential
Systems with Fixed Terminal Time",
journal = j-ADV-APPL-PROB,
volume = "7",
number = "1",
pages = "154--178",
month = mar,
year = "1975",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/1425858",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:41:00 MDT 2014",
bibsource = "http://www.jstor.org/stable/i262223;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/1425858",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
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