On Bene?' bang-bang control problem
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/BF01460123.pdf
Reference20 articles.
1. Balakrishnan AV (1980) On stochastic bang-bang control. Appl Math Optim 6:91?96
2. Bather JA (1963) Control charts and minimization of costs. J Royal Statist Soc B 25:49?80
3. Bather JA (1966) A continuous time inventory model. J Appl Prob 3:538?549
4. Bather JA (1968) A diffusion model for the control of a dam. J Appl Prob 5:55?71
5. Bene? VE (1974) Girsanov functionals and optimal bang-bang laws for final value stochastic control. Stochastic Proc Appl 2:127?140
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