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

ShinIchi Aihara, Arunabha Bagchi

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

Original language	English
Title of host publication	Proceedings of the 15th World Congress of the International Federation of Automatic Control
Place of Publication	Barcelona
Pages	981-986
Number of pages	6
Publication status	Published - 21 Jun 2002
Event	15th IFAC World Congress 2002 - Barcelona, Spain Duration: 21 Jul 2002 → 26 Jul 2002 Conference number: 15 http://folk.ntnu.no/skoge/prost/proceedings/ifac2002/home.htm

Conference	15th IFAC World Congress 2002
Country/Territory	Spain
City	Barcelona
Period	21/07/02 → 26/07/02
Internet address	http://folk.ntnu.no/skoge/prost/proceedings/ifac2002/home.htm

Keywords

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title = "Stochastic parabolic model for infinite-dimensional forward rate and mean-variance optimal control",

keywords = "METIS-210563",

author = "ShinIchi Aihara and Arunabha Bagchi",

year = "2002",

month = jun,

day = "21",

language = "English",

isbn = "008 044184",

pages = "981--986",

booktitle = "Proceedings of the 15th World Congress of the International Federation of Automatic Control",

note = "15th IFAC World Congress 2002 ; Conference date: 21-07-2002 Through 26-07-2002",

url = "http://folk.ntnu.no/skoge/prost/proceedings/ifac2002/home.htm",

}

Stochastic parabolic model for infinite-dimensional forward rate and mean-variance optimal control. / Aihara, ShinIchi; Bagchi, Arunabha.
Proceedings of the 15th World Congress of the International Federation of Automatic Control. Barcelona, 2002. p. 981-986.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

T1 - Stochastic parabolic model for infinite-dimensional forward rate and mean-variance optimal control

AU - Aihara, ShinIchi

AU - Bagchi, Arunabha

N1 - Conference code: 15

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Y1 - 2002/6/21

KW - METIS-210563

M3 - Conference contribution

SN - 008 044184

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EP - 986

BT - Proceedings of the 15th World Congress of the International Federation of Automatic Control

CY - Barcelona

T2 - 15th IFAC World Congress 2002

Y2 - 21 July 2002 through 26 July 2002

ER -