Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time (Q457806)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time |
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)
0 references
29 September 2014
0 references
Bessel process
0 references
diffusion rate
0 references
stochastic optimization
0 references
perturbation theory
0 references
principle eigenvalue
0 references
fully nonlinear elliptic operator
0 references
