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Stationary stochastic control for Itô processes
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- Journal:
- Advances in Applied Probability / Volume 34 / Issue 1 / March 2002
- Published online by Cambridge University Press:
- 19 February 2016, pp. 128-140
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- March 2002
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Finite-time optimal control of a process leaving an interval
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- Journal:
- Journal of Applied Probability / Volume 33 / Issue 3 / September 1996
- Published online by Cambridge University Press:
- 14 July 2016, pp. 714-728
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- September 1996
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