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
Optimal tracking of brownian motion (English)
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4 February 1997
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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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