Optimal and Suboptimal Control of a Standard Brownian Motion (Q4971676)
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scientific article; zbMATH DE number 7259408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal and Suboptimal Control of a Standard Brownian Motion |
scientific article; zbMATH DE number 7259408 |
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Optimal and Suboptimal Control of a Standard Brownian Motion (English)
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12 October 2020
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stochastic control
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Wiener process
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best linear control
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