Minimizing or maximizing the first-passage time to a time-dependent boundary (Q5067347)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Minimizing or maximizing the first-passage time to a time-dependent boundary |
scientific article; zbMATH DE number 7501793
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimizing or maximizing the first-passage time to a time-dependent boundary |
scientific article; zbMATH DE number 7501793 |
Statements
Minimizing or maximizing the first-passage time to a time-dependent boundary (English)
0 references
1 April 2022
0 references
stochastic optimal control
0 references
game theory
0 references
Brownian motion
0 references
method of similarity solutions
0 references
0.8176689147949219
0 references
0.7835306525230408
0 references
0.782727062702179
0 references
0.7817211747169495
0 references
0.7714661955833435
0 references
