Minimizing or maximizing the first-passage time to a time-dependent boundary (Q5067347): Difference between revisions
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Property / author: Mario Lefebvre / rank | |||
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Property / author: Mario Lefebvre / rank | |||
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Property / MaRDI profile type: Publication / rank | |||
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Property / full work available at URL: https://doi.org/10.1080/02331934.2021.1914039 / rank | |||
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Property / OpenAlex ID: W3153532927 / rank | |||
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Latest revision as of 12:38, 28 July 2024
scientific article; zbMATH DE number 7501793
Language | Label | Description | Also known as |
---|---|---|---|
English | Minimizing or maximizing the first-passage time to a time-dependent boundary |
scientific article; zbMATH DE number 7501793 |
Statements
Minimizing or maximizing the first-passage time to a time-dependent boundary (English)
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1 April 2022
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stochastic optimal control
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game theory
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Brownian motion
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method of similarity solutions
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