A simplified treatment of the theory of optimal regulation of Brownian motion
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Publication:1177284
DOI10.1016/0165-1889(91)90037-2zbMath0755.90009OpenAlexW2118373752MaRDI QIDQ1177284
Publication date: 26 June 1992
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(91)90037-2
Brownian motion (60J65) Economic growth models (91B62) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)
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