Optimal Control on the $L^\infty $ Norm of a Diffusion Process

DOI10.1137/S0363012991223595zbMath0825.93979OpenAlexW2073780676MaRDI QIDQ4299280

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Publication date: 29 June 1994

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012991223595

Mathematics Subject Classification ID

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