Impulse Control of Standard Brownian Motion: Long-Term Average Criterion.

Kurt Helmes Richard H. Stockbridge Chao Zhu

Published in: System Modelling and Optimization (2013)

Keyphrases

brownian motion
optimal control
optimal stopping
diffusion process
differential equations
stochastic process
control system
multiscale
special case
probability distribution
edge detection
parameter estimation
vector valued