A time-optimal stochastic control problem (Q4186901)
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scientific article; zbMATH DE number 3624305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time-optimal stochastic control problem |
scientific article; zbMATH DE number 3624305 |
Statements
A time-optimal stochastic control problem (English)
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1977
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Time-Optimal Stochastic Control Problem
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Diffusion Process
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Brownian Motion
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Stochastic Attainable Set
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