Controlling a stopped diffusion process to reach a goal (Q984013)
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: Controlling a stopped diffusion process to reach a goal |
scientific article; zbMATH DE number 5736378
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Controlling a stopped diffusion process to reach a goal |
scientific article; zbMATH DE number 5736378 |
Statements
Controlling a stopped diffusion process to reach a goal (English)
0 references
13 July 2010
0 references
geometric Brownian motion
0 references
optimal stochastic control problem
0 references
0.7996930480003357
0 references
0.7995270490646362
0 references
0.7962936162948608
0 references
0.7760865092277527
0 references
0.7697743773460388
0 references
