Instantaneous Control of Brownian Motion

• 1 August 1983
• journal article
• Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
• Vol. 8  (3) , 439-453
• https://doi.org/10.1287/moor.8.3.439

Abstract

Keywords

• OPTIMAL
• SUP
• INCURRING
• BROWNIAN
• MOTION
• INSTANTANEOUSLY
• HOLDING