Commande optimale du processus de wiener

DOI10.2307/3214315zbMath0677.93067OpenAlexW2316807694MaRDI QIDQ3833975

Mario Lefebvre

Publication date: 1989

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214315

zbMATH Keywords

optimal controlWiener processfirst-passage density

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (2)

On a pursuit problem ⋮ Reducing a nonlinear dynamic programming equation to a kolomogorov equation

This page was built for publication: Commande optimale du processus de wiener