Stochastic evolution and control of an economic activity
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Publication:1241171
DOI10.1016/0022-0531(77)90070-9zbMath0364.90042MaRDI QIDQ1241171
Sudhakar D. Deshmukh, Shirish D. Chikte
Publication date: 1977
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/197.pdf
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
91B99: Mathematical economics
60Jxx: Markov processes
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