On an optimization problem for a Wiener process

DOI10.1080/03610917808812087zbMath0398.93069OpenAlexW1967513729MaRDI QIDQ4182387

Rama Lakshmi Vishnuvajjala

Publication date: 1978

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610917808812087

zbMATH Keywords

UniquenessFunctional EquationContraction MappingOptimal Stationary StrategyWiener-Type Production Process

Mathematics Subject Classification ID

Production models (90B30) Optimal stochastic control (93E20)

Cites Work

• Unnamed Item
• Unnamed Item
• Surveillance problems: Wiener processes
• Surveillance problems

This page was built for publication: On an optimization problem for a Wiener process