A Bounded Variation Control Problem for Diffusion Processes (Q5317136): Difference between revisions
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scientific article; zbMATH DE number 2205830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bounded Variation Control Problem for Diffusion Processes |
scientific article; zbMATH DE number 2205830 |
Statements
A Bounded Variation Control Problem for Diffusion Processes (English)
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15 September 2005
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stochastic optimal control
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optimal stopping
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local-time processes
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diffusions with reflections
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