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Original Articles

Limited risk control of the ornstein-uhleeck process

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Pages 605-616 | Received 01 May 1978, Published online: 27 Jun 2007

References

  • 1974 . Management Applications of Modern Control Theory , Amsterdam : North Holland .
  • Christopeit , N. 1978 . A Limited Risk Model in Stochastic Control . Operations Research Verfahren , XXVIII : 145 – 152 .
  • Lee , E.B. and Markus , L. 1967 . Foundation of Optimal Control Theory , New York : Wiley .
  • Telser , L.G. 1962 . Advertising and Cigarettes . J. Political Economy , 70 ( 5 ) : 471 – 499 .

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