Regular finite fuel stochastic control problems with exit time (Q328524)
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scientific article
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| English | Regular finite fuel stochastic control problems with exit time |
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Regular finite fuel stochastic control problems with exit time (English)
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20 October 2016
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finite fuel
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exit time
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viscosity solution
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optimal correction
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optimal tracking
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regular finite fuel stochastic control problem
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0.8548623323440552
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0.8501798510551453
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0.8241714835166931
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0.8005228042602539
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0.7994881272315979
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