Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs (Q3313756): Difference between revisions
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Revision as of 10:41, 5 March 2024
scientific article
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English | Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs |
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Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs (English)
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1984
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bang-bang control
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one-dimensional diffusion process
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Girsanov transformations
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