- Tytuł:
- Optimal and Suboptimal Control of a Standard Brownian Motion
- Autorzy:
- Lefebvre, M.
- Powiązania:
- https://bibliotekanauki.pl/articles/229314.pdf
- Data publikacji:
- 2016
- Wydawca:
- Polska Akademia Nauk. Czytelnia Czasopism PAN
- Tematy:
-
stochastic control
Wiener process
best linear control - Opis:
- The problem of optimally controlling a standard Brownian motion until a fixed final time is considered in the case when the final cost function is an even function. Two particular problems are solved explicitly. Moreover, the best constant control as well as the best linear control are also obtained in these two particular cases.
- Źródło:
-
Archives of Control Sciences; 2016, 26, 3; 383-394
1230-2384 - Pojawia się w:
- Archives of Control Sciences
- Dostawca treści:
- Biblioteka Nauki
Artykuł