Dynamic minimisation of the commute time for a one-dimensional diffusion

MaRDI QIDQ6525526arXivFDO

Authors Ma. Elena Hernández-Hernández, S. D. Jacka

Published in arXiv

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27) Diffusion processes (60J60) Optimal stochastic control (93E20)

This page was built for publication: Dynamic minimisation of the commute time for a one-dimensional diffusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6525526)