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Optimal tracking of brownian motion - MaRDI portal

Optimal tracking of brownian motion (Q4715823)

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scientific article; zbMATH DE number 947036
Language Label Description Also known as
English
Optimal tracking of brownian motion
scientific article; zbMATH DE number 947036

    Statements

    title
    Optimal tracking of brownian motion (English)
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    author
    David Assaf
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    Larry Shepp
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    Yi-Ching Yao
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    publication date
    4 February 1997
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    zbMATH Keywords
    optimal stopping
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    fuel follower problem
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    variational calculus
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    value
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    optimal boundary
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    Identifiers

    zbMATH DE Number
    947036
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    OpenAlex ID
    W1981816704
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