Stochastic parabolic model for infinite-dimensional forward rate and mean-variance optimal control

ShinIchi Aihara, Arunabha Bagchi

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    Original languageEnglish
    Title of host publicationProceedings of the 15th World Congress of the International Federation of Automatic Control
    Place of PublicationBarcelona
    Pages981-986
    Number of pages6
    Publication statusPublished - 21 Jun 2002
    Event15th IFAC World Congress 2002 - Barcelona, Spain
    Duration: 21 Jul 200226 Jul 2002
    Conference number: 15
    http://folk.ntnu.no/skoge/prost/proceedings/ifac2002/home.htm

    Conference

    Conference15th IFAC World Congress 2002
    CountrySpain
    CityBarcelona
    Period21/07/0226/07/02
    Internet address

    Keywords

    • METIS-210563

    Cite this