Geodesic
On the control of Brownian motion in a half-plane with an
Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 44-58

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We consider a control problem for a Brownian motion in a halfplane with an oblique reflection on the boundary. The problem is analysed in a manner similar to that of N. V. Krylov. The reward function is identified with the solution of a corresponding partial differential equation with boundary conditions. 
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     author = {S. V. Anulova},
     title = {On the control of {Brownian} motion in a half-plane with an},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {44--58},
     publisher = {mathdoc},
     volume = {25},
     number = {1},
     year = {1980},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a3/}
}
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S. V. Anulova. On the control of Brownian motion in a half-plane with an. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 44-58. http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a3/