<  Back to the Polytechnique Montréal portal

Optimal control of an Ornstein-Uhlenbeck process

Mario Lefebvre

Article (1987)

An external link is available for this item
Additional Information: Nom historique du département: Département de mathématiques appliquées
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

Statistics

Dimensions

Repository Staff Only

View Item View Item