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Minimizing Escape Probabilities: A large Deviations Approach - MaRDI portal

Minimizing Escape Probabilities: A large Deviations Approach (Q3818977)

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Minimizing Escape Probabilities: A large Deviations Approach
scientific article

    Statements

    title
    Minimizing Escape Probabilities: A large Deviations Approach (English)
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    author
    Paul Dupuis
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    Harold J. Kushner
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    publication date
    1989
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    zbMATH Keywords
    degenerate diffusion
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    controlled drift
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    Identifiers

    DOI
    10.1137/0327022
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    Mathematics Subject Classification ID
    93E20
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    60F10
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    91A23
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    93D25
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    60J60
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    zbMATH DE Number
    4091395
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    OpenAlex ID
    W2105981945
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