scientific article; zbMATH DE number 1505442

MaRDI QIDQ4502896zbMATH OpenFDO

Authors Mariana D. Beleva

Publication date 13 September 2000

zbMATH Keywords

external interventionoptimal controlWiener process with positive drifts

Mathematics Subject Classification ID

Brownian motion (60J65) Optimal stochastic control (93E20)

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(2)

• Maximizing a function of the survival time of a Wiener process in an interval
• scientific article; zbMATH DE number 38467 (Why is no real title available?)

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