Instantaneous Control of Brownian Motion (Q3037295)

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Instantaneous Control of Brownian Motion
scientific article

    Statements

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

    DOI
    10.1287/moor.8.3.439
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    Mathematics Subject Classification ID
    93E20
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    60J65
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    90C39
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    49J55
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    49L20
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    90B30
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    60H10
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    zbMATH DE Number
    3829776
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