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Dtic Ada085931%3a Optimal Exit Probabilities And Differential Games. by Defense Technical Information Center
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1DTIC ADA085931: Optimal Exit Probabilities And Differential Games.
By Defense Technical Information Center
The problem is to control the drift of a Markov diffusion process in such a way that the probability that the process exits from a given region D during a given finite time interval is minimum. An asymptotic formula for the minimum exit probability when the process is nearly deterministic is given. This formula involves the lower value of an associated differential game. It is related to a result of Ventsel and Freidlin for nearly deterministic, uncontrolled diffusions. (Author)
“DTIC ADA085931: Optimal Exit Probabilities And Differential Games.” Metadata:
- Title: ➤ DTIC ADA085931: Optimal Exit Probabilities And Differential Games.
- Author: ➤ Defense Technical Information Center
- Language: English
“DTIC ADA085931: Optimal Exit Probabilities And Differential Games.” Subjects and Themes:
- Subjects: ➤ DTIC Archive - Fleming,Wendell H - BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS - *MARKOV PROCESSES - PROBABILITY - BOUNDARY VALUE PROBLEMS - DIFFERENTIAL EQUATIONS - GAME THEORY - THEOREMS
Edition Identifiers:
- Internet Archive ID: DTIC_ADA085931
Downloads Information:
The book is available for download in "texts" format, the size of the file-s is: 26.10 Mbs, the file-s for this book were downloaded 65 times, the file-s went public at Fri Dec 01 2017.
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