"Continuous-Time Red and Black: How to Control a Diffusion to a Goal."

Victor C. Pestien, William D. Sudderth (1985)

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DOI: 10.1287/MOOR.10.4.599

access: closed

type: Journal Article

metadata version: 2017-05-28

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Victor C. Pestien, William D. Sudderth:
Continuous-Time Red and Black: How to Control a Diffusion to a Goal. Math. Oper. Res. 10(4): 599-611 (1985)

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