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scientific article; zbMATH DE number 7179824 - MaRDI portal

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zbMath1440.93269MaRDI QIDQ5219642

Abderrazak Moutassim, Mario Lefebvre

Publication date: 12 March 2020

Full work available at URL: http://yadda.icm.edu.pl/yadda/element/bwmeta1.element.baztech-a26ba3db-0633-4cc5-ace5-97f81ded7f53/c/Lefebvre_the_LOQ_ACS_3_2019.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dynamic programming Brownian motion stochastic optimal control first-passage time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Dynamic programming (90C39) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)

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