Moutassim, Abderrazak, Department of Mathematics and Industrial Engineering, Polytechnique Montréal, C.P. 6079, Succursale Centre-ville, Montréal, Québec, Canada H3C 3A7, Canada
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Vol 97, SUPPL NO 2 (2019): NACS 2017 - NACS 2017 (Conference Proceedings)
An optimal control problem for a Wiener process with random infinitesimal mean
Abstract PDF