Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Instantaneous Control of Brownian Motion - MaRDI portal

Instantaneous Control of Brownian Motion (Q3037295)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Instantaneous Control of Brownian Motion
scientific article

    Statements

    title
    Instantaneous Control of Brownian Motion (English)
    0 references
    author
    J. Michael Harrison
    0 references
    Michael I. Taksar
    0 references
    publication date
    1983
    0 references
    zbMATH Keywords
    Bellman equation
    0 references
    optimal control limit policy
    0 references
    reflecting barrier
    0 references

    Identifiers

    DOI
    10.1287/moor.8.3.439
    0 references
    Mathematics Subject Classification ID
    93E20
    0 references
    60J65
    0 references
    90C39
    0 references
    49J55
    0 references
    49L20
    0 references
    90B30
    0 references
    60H10
    0 references
    zbMATH DE Number
    3829776
    0 references
    OpenAlex ID
    W1982806220
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3037295&oldid=31498977"
    Powered by MediaWiki