Optimal controls that maximize the expectation of first passage time (Q1255683)
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scientific article; zbMATH DE number 3624312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal controls that maximize the expectation of first passage time |
scientific article; zbMATH DE number 3624312 |
Statements
Optimal controls that maximize the expectation of first passage time (English)
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1977
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Stochastic Nonlinear System
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Penalty
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Wiener Processes
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Poisson Process
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Necessary Conditions
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