Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process (Q3043033)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process
scientific article

    Statements

    Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process (English)
    0 references
    0 references
    0 references
    1983
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    coefficient control
    0 references
    bang-bang control
    0 references
    one-dimensional diffusion process
    0 references
    finite time interval
    0 references
    0 references