Instantaneous Control of Brownian Motion (Q3037295)

From MaRDI portal
Revision as of 19:16, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Instantaneous Control of Brownian Motion
scientific article

    Statements

    title
    Instantaneous Control of Brownian Motion (English)
    0 references
    author
    J. Michael Harrison
    0 references
    Michael I. Taksar
    0 references
    publication date
    1983
    0 references
    zbMATH Keywords
    Bellman equation
    0 references
    optimal control limit policy
    0 references
    reflecting barrier
    0 references

    Identifiers

    DOI
    10.1287/moor.8.3.439
    0 references
    Mathematics Subject Classification ID
    93E20
    0 references
    60J65
    0 references
    90C39
    0 references
    49J55
    0 references
    49L20
    0 references
    90B30
    0 references
    60H10
    0 references
    zbMATH DE Number
    3829776
    0 references
    OpenAlex ID
    W1982806220
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3037295&oldid=31498977"
    Powered by MediaWiki