Ludovic Moreau. Stochastic Target Problems with Controlled Loss in Jump Diffusion Models. SIAM J. Control and Optimization, 49(6):2577-2607, 2011. [doi]
@article{Moreau11-0,
title = {Stochastic Target Problems with Controlled Loss in Jump Diffusion Models},
author = {Ludovic Moreau},
year = {2011},
doi = {10.1137/100802268},
url = {http://dx.doi.org/10.1137/100802268},
researchr = {https://researchr.org/publication/Moreau11-0},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {49},
number = {6},
pages = {2577-2607},
}