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Limited risk control of the ornstein-uhleeck process - MaRDI portal

Limited risk control of the ornstein-uhleeck process (Q3671869)

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scientific article
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English
Limited risk control of the ornstein-uhleeck process
scientific article

    Statements

    title
    Limited risk control of the ornstein-uhleeck process (English)
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    publication date
    1980
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    zbMATH Keywords
    one-dimensional controlled process
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    maximum principle
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    marketing problems
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    author
    Norbert Christopeit
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    Kurt Helmes
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49K45
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    91B62
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    60H10
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    zbMATH DE Number
    3825692
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    OpenAlex ID
    W2093969581
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