Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs (Q3313756): Difference between revisions

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Latest revision as of 22:44, 19 March 2024

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Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs
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    Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs (English)
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    1984
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    bang-bang control
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    one-dimensional diffusion process
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    Girsanov transformations
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