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Optimal stationary linear control of the Wiener process

Published online by Cambridge University Press:  01 July 2016

Václav E. Beneš  and
Ioannis Karatzas
Václav E. Beneš
Affiliation:
(Bell Laboratories)
Ioannis Karatzas
Affiliation:
(Columbia University)
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Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Information
Advances in Applied Probability , Volume 12 , Issue 2 , June 1980 , pp. 288 - 289
Copyright
Copyright © Applied Probability Trust 1980 

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