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 / full work available at URL: https://doi.org/10.1080/02331934.2021.1914039 / 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

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    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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