On an optimization problem for a Wiener process

DOI10.1080/03610917808812087MaRDI QIDQ4182387zbMATH OpenOpenAlexFDO

Authors Rama Lakshmi Vishnuvajjala

Publication date 1978

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610917808812087

zbMATH Keywords

Contraction MappingFunctional EquationOptimal Stationary StrategyUniquenessWiener-Type Production Process

Mathematics Subject Classification ID

Production models (90B30) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3313523 (Why is no real title available?)
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• Surveillance problems
• Surveillance problems: Wiener processes

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