Open AccessA note on costs minimization with stochastic target constraints
Author(s) -
Yan Dolinsky,
Benjamin Gottesman,
Ori Gurel-Gurevich
Publication year - 2020
Publication title -
electronic communications in probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.236
H-Index - 38
ISSN - 1083-589X
DOI - 10.1214/20-ecp295
Subject(s) - ode , mathematics , minification , mathematical optimization , ordinary differential equation , exponential function , constraint (computer aided design) , optimal control , bellman equation , function (biology) , stochastic control , differential equation , mathematical analysis , geometry , evolutionary biology , biology