Stochastic control

Robert J. Elliott, Tak Kuen Siu

Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary/reference book

Original languageEnglish
Title of host publicationEncyclopedia of quantitative finance
EditorsRama Cont
Place of PublicationChichester, West Sussex, England ; Hoboken, NJ
PublisherJohn Wiley & Sons
Number of pages8
ISBN (Print)9780470057568
Publication statusPublished - 2010

Cite this

Elliott, R. J., & Siu, T. K. (2010). Stochastic control. In R. Cont (Ed.), Encyclopedia of quantitative finance (Vol. 9, pp. 1682-1689). Chichester, West Sussex, England ; Hoboken, NJ: John Wiley & Sons.