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

Journal article

Peer reviewed

Victor C Pestien and William D Sudderth

Mathematics of operations research, Vol.10(4), pp.599-611

1985-11

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Collaboration types: Domestic collaboration
Citation topics: 6 Social Sciences; 6.10 Economics; 6.10.373 Ruin Probability
Web Of Science research areas: Mathematics, Applied; Operations Research & Management Science
ESI research areas: Mathematics

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Title: Continuous-Time Red and Black: How to Control a Diffusion to a Goal
Creators: Victor C Pestien
William D Sudderth
Publication Details: Mathematics of operations research, Vol.10(4), pp.599-611
Academic Unit: Leadership Department; College of A&S; A&S - Mathematics
Language: English
Resource Type: Journal article
Record Identifier: 991031576221402976