Optimal control of a Brownian motion

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  1. Department of Statistics
  2. Optimal control of a Brownian motion

Optimal control of a Brownian motion

TitleOptimal control of a Brownian motion
Publication TypeJournal Article
Year of Publication1978
AuthorsChernoff, H, Petkau, AJ
JournalSIAM Journal on Applied Mathematics
Volume34
Pagination717–731