A variational characterization of the optimal exit rate for controlled diffusions (Q4989954)
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scientific article; zbMATH DE number 7351633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variational characterization of the optimal exit rate for controlled diffusions |
scientific article; zbMATH DE number 7351633 |
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A variational characterization of the optimal exit rate for controlled diffusions (English)
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27 May 2021
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killed diffusions
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exit rate
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principal eigenvalue
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\(Q\)-process
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quasi-stationarity
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