OPTIMAL-CONTROL OF A BROWNIAN-MOTION

被引:15
作者
CHERNOFF, H [1 ]
PETKAU, AJ [1 ]
机构
[1] UNIV BRITISH COLUMBIA,DEPT MATH,VANCOUVER V6T 1W5,BC,CANADA
关键词
D O I
10.1137/0134061
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:717 / 731
页数:15
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