scientific article; zbMATH DE number 1738342

MaRDI QIDQ4529798zbMATH OpenFDO

Authors Paul Dupuis, Kavita Ramanan

Publication date 7 May 2002

zbMATH Keywords

optimal controlexplicit formulasolutionSkorokhod problemdomains with corners

Mathematics Subject Classification ID

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

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• 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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