Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs (Q3313756)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs |
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Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs (English)
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1984
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bang-bang control
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one-dimensional diffusion process
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Girsanov transformations
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