Limited risk control of the ornstein-uhleeck process (Q3671869)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limited risk control of the ornstein-uhleeck process |
scientific article |
Statements
Limited risk control of the ornstein-uhleeck process (English)
0 references
1980
0 references
one-dimensional controlled process
0 references
maximum principle
0 references
marketing problems
0 references
