Exact solutions to an optimal control problem for an Ornstein-Uhlenbeck process with random parameters

Mario Lefebvre

Presentation (2018)

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Department:	Department of Mathematics and Industrial Engineering
PolyPublie URL:	https://publications.polymtl.ca/42655/
Conference Title:	6th Palestinian Conference on Modern Trends in Mathematics and Physics
Conference Location:	Tulkarm, Palestine
Conference Date(s):	2018-08-05 - 2018-08-08
Date Deposited:	18 Apr 2023 15:03
Last Modified:	25 Sep 2024 16:28

Cite in APA 7:	Lefebvre, M. (2018, August). Exact solutions to an optimal control problem for an Ornstein-Uhlenbeck process with random parameters [Presentation]. In 6th Palestinian Conference on Modern Trends in Mathematics and Physics, Tulkarm, Palestine.
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