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Impulse Control of Brownian Motion - MaRDI portal

Impulse Control of Brownian Motion (Q3043029)

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scientific article
Language Label Description Also known as
English
Impulse Control of Brownian Motion
scientific article

    Statements

    title
    Impulse Control of Brownian Motion (English)
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    author
    J. Michael Harrison
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    Thomas M. Sellke
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    Allison J. Taylor
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    publication date
    1983
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    zbMATH Keywords
    impulse control
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    optimal control band policy
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    Identifiers

    DOI
    10.1287/moor.8.3.454
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    Mathematics Subject Classification ID
    93E20
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    60J65
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    90B05
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    zbMATH DE Number
    3835895
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    OpenAlex ID
    W2109595427
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