Instantaneous Control of Brownian Motion with a Positive Lead Time (Q5108225)
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scientific article; zbMATH DE number 7195281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instantaneous Control of Brownian Motion with a Positive Lead Time |
scientific article; zbMATH DE number 7195281 |
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Instantaneous Control of Brownian Motion with a Positive Lead Time (English)
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30 April 2020
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Brownian motion
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lead time
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HJB-equation
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\(L^\natural \)-convexity
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reflection mapping
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