Controlling a stopped diffusion process to reach a goal
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Publication:984013
DOI10.1016/j.spl.2010.03.019zbMath1218.93109OpenAlexW2042212486MaRDI QIDQ984013
Publication date: 13 July 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.03.019
Control/observation systems governed by partial differential equations (93C20) Applications of optimal control and differential games (49N90) Optimal stochastic control (93E20) Diffusion processes (60J60)
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