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

Mario Lefebvre and A. Moutassim

Article (2018)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/45412/
Journal Title: Palestine Technical University Research Journal (vol. 6, no. 2)
Official URL: https://scholar.ptuk.edu.ps/handle/123456789/702
Date Deposited: 18 Apr 2023 15:03
Last Modified: 25 Sep 2024 16:33
Cite in APA 7: Lefebvre, M., & Moutassim, A. (2018). Exact solutions to an optimal control problem for an Ornstein-Uhlenbeck process with random parameters. Palestine Technical University Research Journal, 6(2), 33-33. https://scholar.ptuk.edu.ps/handle/123456789/702

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