Instantaneous Control of Brownian Motion (Q3037295): Difference between revisions
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Revision as of 08:10, 10 February 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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