Two-mode control of Brownian motion with quadratic loss and switching costs
type: Item
instance of: scholarly article
title: Two-mode control of Brownian motion with quadratic loss and switching costs
zbMATH Open document ID: 0372.60117
DOI: 10.1016/0304-4149(78)90025-X
author: Bharat T. Doshi
published in: Stochastic Processes and their Applications
publication date: 1978-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 3579767
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3579767