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