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Optimal singular control strategies for controlling a process to a goal

Stochastic Processes and their Applications, 83(1): 171--186, 1999.
Authors: Douglas W. McBeth and Ananda P. N. Weerasinghe
URL: http://www.sciencedirect.com/science/article/B6V1B-3X3KF0P-B/1/35c1ce80f9c081fb7e6bbcf7cc1df59f
Description: Stochastic Processes and their Applications
Tags: Stochastic control optimal
| URL | BibTeX  
@article{McBeth1999,
title = {Optimal singular control strategies for controlling a process to a goal},
author = {Douglas W. McBeth and Ananda P. N. Weerasinghe},
day = {01},
journal = {Stochastic Processes and their Applications},
month = {Sep},
number = {1},
pages = {171--186},
url = {http://www.sciencedirect.com/science/article/B6V1B-3X3KF0P-B/1/35c1ce80f9c081fb7e6bbcf7cc1df59f},
volume = {83},
year = {1999},
description = {Stochastic Processes and their Applications},
keywords = {Stochastic control optimal }
}