First‐passage densities of controlled Gaussian processes (Q4206177)
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scientific article; zbMATH DE number 4126410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First‐passage densities of controlled Gaussian processes |
scientific article; zbMATH DE number 4126410 |
Statements
First‐passage densities of controlled Gaussian processes (English)
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1989
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optimal control of Gaussian processes
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stopping region
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moment generating function
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0.9125355
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0.9066697
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0.9006976
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0.88363504
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0.8664973
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0.86400974
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