A Bounded Variation Control Problem for Diffusion Processes (Q5317136): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Q271837 / rank | |||
| Property / author | |||
| Property / author: Ananda P. N. Weerasinghe / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 19:47, 5 March 2024
scientific article; zbMATH DE number 2205830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bounded Variation Control Problem for Diffusion Processes |
scientific article; zbMATH DE number 2205830 |
Statements
A Bounded Variation Control Problem for Diffusion Processes (English)
0 references
15 September 2005
0 references
stochastic optimal control
0 references
optimal stopping
0 references
local-time processes
0 references
diffusions with reflections
0 references
