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- W2093969581 abstract "We consider the problem of steering a system described by a simple one dimensional: linear stochastic differential equation in such a way as to maximize the upper allowable limit that is exceeded by the final state with a prescribed probability. The optimal controls are computed by applying the maximum principle to an equivalent deterministic problem.. This model can be used among other things to find optimal strategies for specific advertising. activities of a firm." @default.
- W2093969581 created "2016-06-24" @default.
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- W2093969581 date "1980-01-01" @default.
- W2093969581 modified "2023-09-26" @default.
- W2093969581 title "Limited risk control of the ornstein-uhleeck process" @default.
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- W2093969581 doi "https://doi.org/10.1080/02331938008842694" @default.
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