Instantaneous Control of Brownian Motion (Q3037295): Difference between revisions
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| Property / DOI: 10.1287/moor.8.3.439 / rank | |||
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| Property / author: Michael I. Taksar / rank | |||
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| Property / author: Michael I. Taksar / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1287/moor.8.3.439 / rank | |||
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| Property / OpenAlex ID: W1982806220 / rank | |||
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| Property / DOI: 10.1287/MOOR.8.3.439 / rank | |||
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Latest revision as of 09:15, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instantaneous Control of Brownian Motion |
scientific article |
Statements
Instantaneous Control of Brownian Motion (English)
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1983
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Bellman equation
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optimal control limit policy
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reflecting barrier
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