The following pages link to Solving the drift control problem (Q3466714):
Displaying 5 items.
- Singular control of the drift of a Brownian system (Q2238968) (← links)
- Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System (Q4643310) (← links)
- New Venture Creation: A Drift-Variance Diffusion Control Model (Q5058056) (← links)
- Average Cost Brownian Drift Control with Proportional Changeover Costs (Q5084489) (← links)
- The economic average cost Brownian control problem (Q5203901) (← links)