Finite-time optimal control of a process leaving an interval (Q4716097): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 18:03, 5 March 2024
scientific article; zbMATH DE number 947596
Language | Label | Description | Also known as |
---|---|---|---|
English | Finite-time optimal control of a process leaving an interval |
scientific article; zbMATH DE number 947596 |
Statements
Finite-time optimal control of a process leaving an interval (English)
0 references
29 May 1997
0 references
stochastic optimal control
0 references
exit problems
0 references
discrete
0 references
continuous
0 references
value function
0 references
parabolic maximum principle
0 references