Continuous-Time Red and Black: How to Control a Diffusion to a Goal

@article{Pestien1985ContinuousTimeRA,
  title={Continuous-Time Red and Black: How to Control a Diffusion to a Goal},
  author={Victor C. Pestien and William D. Sudderth},
  journal={Math. Oper. Res.},
  year={1985},
  volume={10},
  pages={599-611}
}
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