Risk-sensitive control for a class of homing problems (Q1049126): Difference between revisions
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| Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
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Latest revision as of 09:03, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive control for a class of homing problems |
scientific article |
Statements
Risk-sensitive control for a class of homing problems (English)
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8 January 2010
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backward stochastic differential equation
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first-passage time
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homing problems
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