Pages that link to "Item:Q1879890"
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The following pages link to A homing problem for diffusion processes with control-dependent variance. (Q1879890):
Displaying 13 items.
- Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time (Q457806) (← links)
- Maximizing the mean exit time of a Brownian motion from an interval (Q538913) (← links)
- Controlling a stopped diffusion process to reach a goal (Q984013) (← links)
- Risk-sensitive control for a class of homing problems (Q1049126) (← links)
- Using a geometric Brownian motion to control a Brownian motion and vice versa (Q1275935) (← links)
- General LQG homing problems in one dimension (Q1929683) (← links)
- Minimising the expected commute time (Q2145796) (← links)
- Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
- Maximizing a Function of the Survival Time of aWiener Process in an Interval (Q2914793) (← links)
- Stochastic optimal control in a danger zone (Q3006203) (← links)
- Exact solutions to two-dimensional homing problems (Q4804960) (← links)
- Exact solutions to the homing problem for a Wiener process with jumps (Q5151539) (← links)
- Bounds for a risk-sensitive homing problem (Q6546853) (← links)