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Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions.

Nassif GhoussoubYoung-Heon KimTongseok Lim
Published in: SIAM J. Control. Optim. (2020)
Keyphrases
  • radially symmetric
  • optimal control
  • dynamic programming
  • three dimensional
  • straight line
  • long run
  • stochastic processes
  • omni directional