Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time (Q457806): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 00:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time |
scientific article |
Statements
Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time (English)
0 references
29 September 2014
0 references
Bessel process
0 references
diffusion rate
0 references
stochastic optimization
0 references
perturbation theory
0 references
principle eigenvalue
0 references
fully nonlinear elliptic operator
0 references
