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Infinite Horizon Controlled Diffusions with Randomly Varying and State-Dependent Discount Cost Rates

Published Online: 2016-06-27

Published Print: 2017-02

Authors

Lu, Xianggang

Yin, G.

Guo, Xianping
Funding

Funding for this research was provided by:

International Program for Ph.D. Candidates of Sun Yat-Sen University

Air Force Office of Scientific Research (FA9550-15-1-0131)

National Natural Science Foundation of China
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Text and Data Mining valid from 2016-06-27

Version of Record valid from 2016-06-27
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Article History

Received: 10 February 2016

Accepted: 11 February 2016

First Online: 27 June 2016

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