scientific article; zbMATH DE number 1738342

zbMATH Open0990.60043MaRDI QIDQ4529798FDOQ4529798

Authors: Paul Dupuis, Kavita Ramanan 

Publication date: 7 May 2002

Title of this publication is not available (Why is that?)

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zbMATH Keywords

optimal controlexplicit formulasolutionSkorokhod problemdomains with corners

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (3)

• A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
• The Skorohod oblique reflection problem in time-dependent domains
• Explicit solutions for a series of optimization problems with 2-dimensional control via convex trigonometry

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