Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs (Q3313756)
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scientific article; zbMATH DE number 3843640
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| default for all languages | No label defined |
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| English | Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs |
scientific article; zbMATH DE number 3843640 |
Statements
Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs (English)
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1984
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bang-bang control
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one-dimensional diffusion process
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Girsanov transformations
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0.8137636780738831
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0.8014084100723267
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0.7898861169815063
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0.7877455949783325
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0.7852259278297424
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