Optimal control of diffusion coefficients via decoupling fields (Q4581260)
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scientific article; zbMATH DE number 6919203
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| English | Optimal control of diffusion coefficients via decoupling fields |
scientific article; zbMATH DE number 6919203 |
Statements
Optimal Control of Diffusion Coefficients via Decoupling Fields (English)
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16 August 2018
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optimal stochastic control
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diffusion coefficient
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forward-backward stochastic differential equation
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decoupling field
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0.824210524559021
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0.7888203263282776
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0.7849327325820923
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0.7815054655075073
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0.7770301103591919
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