A simplified treatment of the theory of optimal regulation of Brownian motion
- 1 October 1991
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 15 (4) , 657-673
- https://doi.org/10.1016/0165-1889(91)90037-2
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- The valuation of options for alternative stochastic processesPublished by Elsevier ,2002
- Super contact and related optimality conditionsJournal of Economic Dynamics and Control, 1991
- Firing Costs and Labour Demand: How Bad is Eurosclerosis?The Review of Economic Studies, 1990
- Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption GoodsEconometrica, 1990
- Entry and Exit Decisions under UncertaintyJournal of Political Economy, 1989
- Hysteresis, Import Penetration, and Exchange Rate Pass-ThroughThe Quarterly Journal of Economics, 1989
- Impulse Control of Brownian MotionMathematics of Operations Research, 1983
- Instantaneous Control of Brownian MotionMathematics of Operations Research, 1983
- Option pricing: A simplified approachJournal of Financial Economics, 1979
- Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous TimeOperations Research, 1978