Optimal Control of a Brownian Motion (Q4186188)

From MaRDI portal
Revision as of 12:33, 6 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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

    title
    Optimal Control of a Brownian Motion (English)
    0 references
    author
    Herman Chernoff
    0 references
    A. John Petkau
    0 references
    publication date
    1978
    0 references
    zbMATH Keywords
    Optimal Control
    0 references
    Brownian Motion
    0 references
    Stochastic Control
    0 references
    Holding Cost
    0 references
    Cost of Switching
    0 references
    Computational Methods
    0 references

    Identifiers

    DOI
    10.1137/0134061
    0 references
    Mathematics Subject Classification ID
    93E20
    0 references
    93E25
    0 references
    60J60
    0 references
    60K25
    0 references
    zbMATH DE Number
    3623419
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4186188&oldid=18022571"
    Powered by MediaWiki