Instantaneous Control of Brownian Motion with a Positive Lead Time (Q5108225): Difference between revisions

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Revision as of 15:38, 31 July 2024

scientific article; zbMATH DE number 7195281
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Instantaneous Control of Brownian Motion with a Positive Lead Time
scientific article; zbMATH DE number 7195281

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    Instantaneous Control of Brownian Motion with a Positive Lead Time (English)
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    30 April 2020
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    Brownian motion
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    lead time
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    HJB-equation
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    \(L^\natural \)-convexity
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    reflection mapping
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