OPTIMAL CONTROL OF THE BLOWUP TIME OF A DIFFUSION (Q4895076)
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scientific article; zbMATH DE number 934169
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| English | OPTIMAL CONTROL OF THE BLOWUP TIME OF A DIFFUSION |
scientific article; zbMATH DE number 934169 |
Statements
OPTIMAL CONTROL OF THE BLOWUP TIME OF A DIFFUSION (English)
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26 May 1997
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controlled diffusions
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viscosity solution
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Bellman equation
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singular perturbation
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certainty equivalent
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blowup time
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0.8757777810096741
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0.8369470238685608
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0.8017852902412415
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