Exact solutions to optimal control problems for Wiener processes with exponential jumps (Q6923023)
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scientific article; zbMATH DE number 8100018
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| English | Exact solutions to optimal control problems for Wiener processes with exponential jumps |
scientific article; zbMATH DE number 8100018 |
Statements
Exact solutions to optimal control problems for Wiener processes with exponential jumps (English)
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30 September 2025
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LQG homing
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Brownian motion
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Poisson process
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RST-passage time
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integro-differential equation
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