On optimal control of a Brownian motion (Q594837)
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scientific article; zbMATH DE number 3833843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal control of a Brownian motion |
scientific article; zbMATH DE number 3833843 |
Statements
On optimal control of a Brownian motion (English)
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1983
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reflected scalar Brownian motion
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quasi-variational inequality
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