| dc.date.accessioned | 2013-03-12T08:19:52Z | |
| dc.date.available | 2013-03-12T08:19:52Z | |
| dc.date.issued | 2000 | en_US |
| dc.date.submitted | 2010-02-22 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10711 | |
| dc.language.iso | eng | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.title | A maximum principle for optimal control of stochastic systems with delay, with applications to finance. | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2010-02-22 | en_US |
| dc.creator.author | Øksendal, Bernt | en_US |
| dc.creator.author | Sulem, Agnès | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.urn | URN:NBN:no-24299 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 99416 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10711/1/pm29-00.pdf | |