Controlled random walk with a target site

DOI10.1214/ECP.v18-2763zbMath1323.60061arXiv1303.3655OpenAlexW2069572982MaRDI QIDQ743009

Kenneth S. Alexander

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.3655

zbMATH Keywords

stochastic controlrandom walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Optimal stochastic control (93E20)

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