On optimal control of a Brownian motion
type: Item
instance of: scholarly article
title: On optimal control of a Brownian motion
zbMATH Open document ID: 0525.93068
DOI: 10.1016/0167-6911(83)90072-5
author: Yu-Chung Liao
published in: Systems \& Control Letters
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 3833843
zbMATH Keywords: reflected scalar Brownian motion
zbMATH Keywords: quasi-variational inequality
MaRDI profile type: Publication
full work available at URL: 0167-6911(83)90072-5
OpenAlex ID: W2034011926
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description: scientific article; zbMATH DE number 3833843