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Stochastic optimal control in a danger zone - MaRDI portal

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Stochastic optimal control in a danger zone (Q3006203)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Stochastic optimal control in a danger zone
scientific article

    Statements

    title
    Stochastic optimal control in a danger zone (English)
    0 references
    publication date
    10 June 2011
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    zbMATH Keywords
    one-dimensional controlled Wiener process
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    quadratic control costs
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    author
    Mario Lefebvre
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    60H10
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    49N10
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    zbMATH DE Number
    5907139
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    OpenAlex ID
    W1963918987
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