Minimizing or maximizing the first-passage time to a time-dependent boundary (Q5067347)
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scientific article; zbMATH DE number 7501793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing or maximizing the first-passage time to a time-dependent boundary |
scientific article; zbMATH DE number 7501793 |
Statements
Minimizing or maximizing the first-passage time to a time-dependent boundary (English)
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1 April 2022
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stochastic optimal control
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game theory
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Brownian motion
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method of similarity solutions
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