Minimizing or maximizing the expected time to reach zero

Journal article

Peer reviewed

D Heath, S Orey, V Pestien and W Sudderth

SIAM journal on control and optimization, Vol.25(1), pp.195-205

1987

Abstract

Applied sciences

Computer science; control theory; systems

Control theory. Systems

Exact sciences and technology

Optimal control

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Collaboration types: Domestic collaboration
Citation topics: 6 Social Sciences; 6.10 Economics; 6.10.80 Option Pricing
Web Of Science research areas: Automation & Control Systems; Mathematics, Applied
ESI research areas: Engineering

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Title: Minimizing or maximizing the expected time to reach zero
Creators: D Heath - Cornell univ., school operations res. industrial eng., Ithaca NY 14853, United States
S Orey - Cornell univ., school operations res. industrial eng., Ithaca NY 14853, United States
V Pestien - Cornell univ., school operations res. industrial eng., Ithaca NY 14853, United States
W Sudderth - Cornell univ., school operations res. industrial eng., Ithaca NY 14853, United States
Publication Details: SIAM journal on control and optimization, Vol.25(1), pp.195-205
Publisher: Society for Industrial and Applied Mathematics
Academic Unit: Leadership Department; College of A&S; A&S - Mathematics
Language: English
Resource Type: Journal article
Record Identifier: 991031613480202976