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Q5219642 - MaRDI portal

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scientific article; zbMATH DE number 7179824
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English
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scientific article; zbMATH DE number 7179824

    Statements

    author
    Abderrazak Moutassim
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    Mario Lefebvre
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    publication date
    12 March 2020
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    zbMATH Keywords
    stochastic optimal control
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    first-passage time
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    dynamic programming
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    Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    93C15
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    60H10
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    60J65
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    90C39
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    zbMATH DE Number
    7179824
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