Reaching Zero Rapidly

DOI10.1137/0325069zbMath0637.93080OpenAlexW2074355589MaRDI QIDQ3778661

Victor C. Pestien, William D. Sudderth, Steven Orey

Publication date: 1987

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0325069

zbMATH Keywords

controlled diffusion processhitting time of zero

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

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