Controlling a stopped diffusion process to reach a goal (Q984013): Difference between revisions

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+https://doi.org/10.1016/j.spl.2010.03.019
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+W2042212486
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+Q4086303
@@ Property / cites work: Q4086303 / rank @@
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+On mean exit time from a curvilinear domain
@@ Property / cites work: On mean exit time from a curvilinear domain / rank @@
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+Stochastic differential equations. An introduction with applications.
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@@ Property / cites work @@
+Continuous-Time Red and Black: How to Control a Diffusion to a Goal
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@@ Property / cites work @@
+Continuous-Time Casino Problems
@@ Property / cites work: Continuous-Time Casino Problems / rank @@
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@@ Property / cites work @@
+Controlling a Process to a Goal in Finite Time
@@ Property / cites work: Controlling a Process to a Goal in Finite Time / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:984013