The Optimal Policy for a Controlled Brownian Motion Process

DOI10.1137/0132009zbMath0361.60048OpenAlexW2044144036MaRDI QIDQ4134661

John H. Rath

Publication date: 1977

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0132009

Mathematics Subject Classification ID

Brownian motion (60J65) Optimal stochastic control (93E20)

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