Controlling a stopped diffusion process to reach a goal (Q984013): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4086303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On mean exit time from a curvilinear domain / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-Time Red and Black: How to Control a Diffusion to a Goal / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-Time Casino Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlling a Process to a Goal in Finite Time / rank
 
Normal rank

Latest revision as of 00:57, 3 July 2024

scientific article
Language Label Description Also known as
English
Controlling a stopped diffusion process to reach a goal
scientific article

    Statements

    Controlling a stopped diffusion process to reach a goal (English)
    0 references
    0 references
    13 July 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    geometric Brownian motion
    0 references
    optimal stochastic control problem
    0 references
    0 references