Pages that link to "Item:Q1275935"
From MaRDI portal
The following pages link to Using a geometric Brownian motion to control a Brownian motion and vice versa (Q1275935):
Displaying 4 items.
- Maximizing the mean exit time of a Brownian motion from an interval (Q538913) (← links)
- Optimal proportional reinsurance model with transaction costs (Q949364) (← links)
- General LQG homing problems in one dimension (Q1929683) (← links)
- Explicit solution for a vector-valued LQG homing problem (Q1941203) (← links)
