Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process (Q3043033)
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scientific article; zbMATH DE number 3835898
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| English | Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process |
scientific article; zbMATH DE number 3835898 |
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Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process (English)
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1983
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coefficient control
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bang-bang control
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one-dimensional diffusion process
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finite time interval
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