Degenerate Variance Control of a One-Dimensional Diffusion (Q4507442)
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scientific article; zbMATH DE number 1519341
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Degenerate Variance Control of a One-Dimensional Diffusion |
scientific article; zbMATH DE number 1519341 |
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Degenerate Variance Control of a One-Dimensional Diffusion (English)
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18 October 2000
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feedback control
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stochastic optimal control
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degenerate diffusion
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smooth fit
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variance controlled diffusion
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Hamilton-Jacobi-Bellman equation
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bang-bang diffusion
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