A bang-bang strategy for a finite fuel stochastic control problem

DOI10.2307/1427481zbMath0774.93086OpenAlexW2330897970MaRDI QIDQ4014078

William D. Sudderth, Ananda P. N. Weerasinghe

Publication date: 4 October 1992

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427481

zbMATH Keywords

bold playtimid play

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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