Using fuel to control a process to a goal
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Publication:3211230
DOI10.1080/17442509108833681zbMath0722.93081OpenAlexW2039066160MaRDI QIDQ3211230
William D. Sudderth, Ananda P. N. Weerasinghe
Publication date: 1991
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11299/199554
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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Optimal singular control strategies for controlling a process to a goal. ⋮ Singular optimal strategies for investment with transaction costs
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