A time-optimal stochastic control problem (Q4186901)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A time-optimal stochastic control problem |
scientific article; zbMATH DE number 3624305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time-optimal stochastic control problem |
scientific article; zbMATH DE number 3624305 |
Statements
A time-optimal stochastic control problem (English)
0 references
1977
0 references
Time-Optimal Stochastic Control Problem
0 references
Diffusion Process
0 references
Brownian Motion
0 references
Stochastic Attainable Set
0 references