Optimal Control of Favorable Games with a Time Limit (Q4695418)
From MaRDI portal
scientific article; zbMATH DE number 205143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Favorable Games with a Time Limit |
scientific article; zbMATH DE number 205143 |
Statements
Optimal Control of Favorable Games with a Time Limit (English)
0 references
8 August 1993
0 references
Brownian motion
0 references
discrete time random walks
0 references
stochastic process
0 references
continuous time diffusion processes
0 references
