Bounds for the value function and optimal control in homing problems

DOI10.1007/S40065-025-00552-WMaRDI QIDQ6835979zbMATH OpenFDO

Authors Mario Lefebvre

Publication date 27 March 2026

Published in Arabian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S40065-025-00552-W

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Optimal stochastic control (93E20)

Cites work

• Homing Problems With Control in the Diffusion Coefficient
• scientific article; zbMATH DE number 3889341 (Why is no real title available?)
• scientific article; zbMATH DE number 48691 (Why is no real title available?)
• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• Minimizing or maximizing the first-passage time to a time-dependent boundary
• Minimizing the time spent in an interval by a Wiener process with uniform jumps
• On the discrete analogues of some generalizations of Gronwall's inequality
• On the first-passage area of a one-dimensional jump-diffusion process
• Remarks on a controlled degenerate diffusion process
• The homing problem for autoregressive processes

This page was built for publication: Bounds for the value function and optimal control in homing problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6835979)