Solvable optimal control of Brownian motion in symmetric spaces and spherical polynomials
Banach Center Publications (1995)
- Volume: 32, Issue: 1, page 183-197
- ISSN: 0137-6934
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topDuncan, T.. "Solvable optimal control of Brownian motion in symmetric spaces and spherical polynomials." Banach Center Publications 32.1 (1995): 183-197. <http://eudml.org/doc/262592>.
@article{Duncan1995,
author = {Duncan, T.},
journal = {Banach Center Publications},
keywords = {stochastic control problems; diffusion on manifolds; symmetric spaces; Brownian motion; Laplace-Beltrami operator; optimal control},
language = {eng},
number = {1},
pages = {183-197},
title = {Solvable optimal control of Brownian motion in symmetric spaces and spherical polynomials},
url = {http://eudml.org/doc/262592},
volume = {32},
year = {1995},
}
TY - JOUR
AU - Duncan, T.
TI - Solvable optimal control of Brownian motion in symmetric spaces and spherical polynomials
JO - Banach Center Publications
PY - 1995
VL - 32
IS - 1
SP - 183
EP - 197
LA - eng
KW - stochastic control problems; diffusion on manifolds; symmetric spaces; Brownian motion; Laplace-Beltrami operator; optimal control
UR - http://eudml.org/doc/262592
ER -
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