✦ LIBER ✦

Optimal discounted linear control of the wiener process

✍ Scribed by I. Karatzas

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal stationary linear control of the

✍ V. E. Beneš; I. Karatzas 📂 Article 📅 1981 🏛 Springer 🌐 English ⚖ 871 KB

Linearizing feedforward–feedback control

✍ Alex D. Kalafatis; Liuping Wang; William R. Cluett 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 431 KB

Synthesis of time-optimal control for li

✍ C.A Harvey 📂 Article 📅 1965 🏛 Elsevier Science 🌐 English ⚖ 315 KB

Local stability of stationary states in

✍ G. Sorger 📂 Article 📅 1992 🏛 Springer 🌐 English ⚖ 974 KB

On the uniqueness of time-optimal contro

✍ C.A. Harvey; E.B. Lee 📂 Article 📅 1962 🏛 Elsevier Science 🌐 English ⚖ 376 KB

The control of a wiener process with inc

✍ R. Sh. Liptser 📂 Article 📅 1965 🏛 Springer US 🌐 English ⚖ 202 KB