Solving the drift control problem (Q3466714)

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Solving the drift control problem
scientific article

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    DOI
    10.1214/12-SSY087
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    author
    Melda Örmeci Matoğlu
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    John Vande Vate
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    Huizhu Wang
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    publication date
    25 January 2016
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    Mathematics Subject Classification ID
    60J70
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    60J65
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    60J60
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    90C05
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    90C46
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    zbMATH DE Number
    6534934
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    zbMATH Keywords
    Brownian drift control problem
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    managing capacity
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    diffusion process
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    linear programming
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    algorithm
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    strongly feasible basis
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    cites work
    Q3770273
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    Q2724100
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    Q3808989
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    Q2703816
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    Q4435813
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    Q5305630
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    Q5291082
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    OpenAlex ID
    W4241077905
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    title
    Solving the drift control problem (English)
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