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"Instantaneous Control of Brownian Motion."

J. Michael Harrison, Michael I. Taksar (1983)

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DOI: 10.1287/MOOR.8.3.439

access: closed

type: Journal Article

metadata version: 2017-05-28

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J. Michael Harrison, Michael I. Taksar:
Instantaneous Control of Brownian Motion. Math. Oper. Res. 8(3): 439-453 (1983)

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