Optimal Control of a Brownian Motion (Q4186188): Difference between revisions

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Latest revision as of 21:20, 19 March 2024

scientific article; zbMATH DE number 3623419
Language Label Description Also known as
English
Optimal Control of a Brownian Motion
scientific article; zbMATH DE number 3623419

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    Optimal Control of a Brownian Motion (English)
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    1978
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    Optimal Control
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    Brownian Motion
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    Stochastic Control
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    Holding Cost
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    Cost of Switching
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    Computational Methods
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