Article (1987)
An external link is available for this itemAdditional Information: | Nom historique du département: Département de mathématiques appliquées |
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Department: | Department of Mathematics and Industrial Engineering |
PolyPublie URL: | https://publications.polymtl.ca/43392/ |
Journal Title: | Stochastic Processes and Their Applications (vol. 24, no. 1) |
Publisher: | Elsevier |
DOI: | 10.1016/0304-4149(87)90030-5 |
Official URL: | https://doi.org/10.1016/0304-4149%2887%2990030-5 |
Date Deposited: | 18 Apr 2023 15:26 |
Last Modified: | 25 Sep 2024 16:30 |
Cite in APA 7: | Lefebvre, M. (1987). Optimal control of an Ornstein-Uhlenbeck process. Stochastic Processes and Their Applications, 24(1), 89-97. https://doi.org/10.1016/0304-4149%2887%2990030-5 |
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