Minimizing the time to a decision
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Publication:655582
DOI10.1214/10-AAP737zbMath1230.93100arXiv0911.5413MaRDI QIDQ655582
Jon Warren, Peter Windridge, S. D. Jacka
Publication date: 4 January 2012
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.5413
Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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