A different class of homing problems (Q5941044)

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scientific article; zbMATH DE number 1635209
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    A different class of homing problems
    scientific article; zbMATH DE number 1635209

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      A different class of homing problems (English)
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      20 August 2001
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      optimal control
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      stochastic differential equations
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      dynamic programming
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      Kolmogorov equation
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      hitting time
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      diffusion processes
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      Brownian motion
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