Average cost Brownian drift control with proportional changeover costs (Q5084489)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Average cost Brownian drift control with proportional changeover costs |
scientific article; zbMATH DE number 7547873
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Average cost Brownian drift control with proportional changeover costs |
scientific article; zbMATH DE number 7547873 |
Statements
Average Cost Brownian Drift Control with Proportional Changeover Costs (English)
0 references
24 June 2022
0 references
diffusion process
0 references
drift control
0 references
algorithm
0 references
0.9027254581451416
0 references
0.8495882749557495
0 references
0.8470079302787781
0 references
0.8051512837409973
0 references
0.7970130443572998
0 references
