research

Controlled diffusions with boundary-crossing costs

Authors
    Publication date
    1 January 1986
    Publisher
    Laboratory for Information and Decision Systems, Massachusetts Institute of Technology]

    Abstract

    Bibliography: p. 31.Research supported by ARO contract no. DAAG29-84-K-005 Research supported by ARO contract no. AFOSR 85-0227by Vivek S. Borkar

      Similar works

      Full text

      thumbnail-image

      Available Versions

      DSpace@MIT

      redirect
      oaioai:dspace.mit.edu:1721.1/2962
      Last time updated on 11/06/2012