Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time (Q457806): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6349206 / rank | |||
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Bessel process | |||
| Property / zbMATH Keywords: Bessel process / rank | |||
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diffusion rate | |||
| Property / zbMATH Keywords: diffusion rate / rank | |||
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stochastic optimization | |||
| Property / zbMATH Keywords: stochastic optimization / rank | |||
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perturbation theory | |||
| Property / zbMATH Keywords: perturbation theory / rank | |||
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principle eigenvalue | |||
| Property / zbMATH Keywords: principle eigenvalue / rank | |||
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fully nonlinear elliptic operator | |||
| Property / zbMATH Keywords: fully nonlinear elliptic operator / rank | |||
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Revision as of 12:05, 30 June 2023
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)
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29 September 2014
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Bessel process
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diffusion rate
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stochastic optimization
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perturbation theory
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principle eigenvalue
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fully nonlinear elliptic operator
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