Free boundary control of Brownian motion and a related optimal stopping problem

Author

Taksar, M.I.

Author_Institution

Florida State University, Tallahassee, FL

fYear

1986

fDate

10-12 Dec. 1986

Firstpage

132

Lastpage

133

Keywords

Costs; Equations; Minimax techniques; Motion control; Optimal control; Process control;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1986 25th IEEE Conference on

Conference_Location

Athens, Greece

Type

DOI

10.1109/CDC.1986.267170

Filename

4048722

Link To Document