Finite-time optimal control of a process leaving an interval (Q4716097): Difference between revisions

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Latest revision as of 21:56, 19 March 2024

scientific article; zbMATH DE number 947596
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English
Finite-time optimal control of a process leaving an interval
scientific article; zbMATH DE number 947596

    Statements

    Finite-time optimal control of a process leaving an interval (English)
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    29 May 1997
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    stochastic optimal control
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    exit problems
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    discrete
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    continuous
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    value function
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    parabolic maximum principle
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