Controlling a stopped diffusion process to reach a goal (Q984013): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlling a stopped diffusion process to reach a goal |
scientific article |
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Controlling a stopped diffusion process to reach a goal (English)
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13 July 2010
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geometric Brownian motion
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optimal stochastic control problem
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