Singular control of stochastic linear systems with recursive utility

Wang, B. (2003) Singular control of stochastic linear systems with recursive utility. Systems & Control Letters, 51 (2). pp. 105-122. ISSN 0167-6911

Abstract

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Authors/Creators:
  • Wang, B. (bw527@york.ac.uk)
Institution: The University of York
Academic Units: The University of York > Mathematics (York)
Depositing User: York RAE Import
Date Deposited: 11 Feb 2009 15:04
Last Modified: 11 Feb 2009 15:04
Published Version: http://dx.doi.org/10.1016/S0167-6911(03)00210-X
Status: Published
Publisher: Elsevier
Identification Number: 10.1016/S0167-6911(03)00210-X

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