Deterministic equivalent for a continuous linear-convex stochastic control problem (Q1263565): Difference between revisions

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-Q170700
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-Michael I. Taksar
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+Suresh P. Sethi
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+Michael I. Taksar
@@ Property / author: Michael I. Taksar / rank @@
+Normal rank
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+MaRDI publication profile
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+Normal rank
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+Q4086303
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+Q3959003
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+Solution of a class of stochastic linear-convex control problems using deterministic equivalents
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+Stochastic differential equations with reflecting boundary conditions
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+Instantaneous Control of Brownian Motion
@@ Property / cites work: Instantaneous Control of Brownian Motion / rank @@
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+Publication:1263565