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Publication:2941362
zbMath1340.93211MaRDI QIDQ2941362
Publication date: 27 August 2015
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian motionPoisson processoptimal stochastic controldifferential-difference equationfirst-passage time
Related Items (8)
Minimizing or maximizing the first-passage time to a time-dependent boundary ⋮ First-passage problems for diffusion processes with state-dependent jumps ⋮ Optimal control of jump-diffusion processes with random parameters ⋮ The ruin problem for a Wiener process with state-dependent jumps ⋮ Exact solutions to the homing problem for a Wiener process with jumps ⋮ Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay ⋮ Moments of first-passage places for jump-diffusion processes ⋮ Iterative Path Integral Approach to Nonlinear Stochastic Optimal Control Under Compound Poisson Noise
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