Optimal control of a Brownian motion

Subscribe to email list

Please select the email list(s) to which you wish to subscribe.

User menu

You are here

  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
AuthorsChernoff, H, Petkau, AJ