Optimal controls that maximize the expectation of first passage time
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Publication:1255683
DOI10.1016/0016-0032(77)90002-3zbMath0402.49017MaRDI QIDQ1255683
Menahem Friedman, Yaakov Yavin
Publication date: 1977
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0016-0032(77)90002-3
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93C10: Nonlinear systems in control theory
93E20: Optimal stochastic control
49K45: Optimality conditions for problems involving randomness
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