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J. Michael Harrison, Michael I. Taksar. Instantaneous Control of Brownian Motion. Math. Oper. Res., 8(3):439-453, 1983. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Impulse Control of Brownian MotionJ. Michael Harrison, Thomas M. Sellke, Allison J. Taylor. mor, 8(3):454-466, 1983. [doi]
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