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Controlling a two-dimensional diffusion process at most until a fixed time - MaRDI portal

Controlling a two-dimensional diffusion process at most until a fixed time (Q5746735)

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scientific article; zbMATH DE number 6256427
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Controlling a two-dimensional diffusion process at most until a fixed time
scientific article; zbMATH DE number 6256427

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    Controlling a two-dimensional diffusion process at most until a fixed time (English)
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    7 February 2014
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    LQG homing
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    Kolmogorov backward equation
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    wear process
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    hitting time
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