Key points are not available for this paper at this time.
The stochastic control problem of tracking a Brownian motion by a nondecreasing process (Monotone Follower) is related to a question of Optimal Stopping. Direct probabilistic arguments are employed to show that the two problems are equivalent, and that both admit optimal solutions.
Karatzas et al. (Thu,) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: