The Optimal Policy for a Controlled Brownian Motion Process
- 1 January 1977
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 32 (1) , 115-125
- https://doi.org/10.1137/0132009
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Controlled queues in heavy trafficAdvances in Applied Probability, 1975
- Optimal control of finite dams: discrete (2-stage) output procedureJournal of Applied Probability, 1974
- Optimal control of stationary Markov processesStochastic Processes and their Applications, 1973