"Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process."

J. M. McNamara (1983)

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DOI: 10.1287/MOOR.8.3.373

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type: Journal Article

metadata version: 2017-05-28

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J. M. McNamara:
Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process. Math. Oper. Res. 8(3): 373-380 (1983)

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