Optimal Control of a Brownian Motion

Herman Chernoff, Albert John Petkau
1978 SIAM Journal on Applied Mathematics  
1 If mode i is in continuous use during the t ime interval (s,t] , t > s , a cos t g iven by
doi:10.1137/0134061 fatcat:x74gmnvwvzb3nerfksudb7ubea