Minimizing or maximizing the first-passage time to a time-dependent boundary
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DOI: 10.1080/02331934.2021.1914039
Abstract: Let be a one-dimensional controlled diffusion process, and be a deterministic process. Various models are considered for . The optimizer tries to bring the ratio to a certain value d as soon as possible. There… read more here.
Keywords: time; maximizing first; passage time; minimizing maximizing ... See more keywords