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Minimizing or maximizing the first-passage time to a time-dependent boundary
Optimization ( IF 1.6 ) Pub Date : 2021-04-12 , DOI: 10.1080/02331934.2021.1914039 Mario Lefebvre 1
中文翻译:
最小化或最大化第一次通过时间到与时间相关的边界
更新日期:2021-04-12
Optimization ( IF 1.6 ) Pub Date : 2021-04-12 , DOI: 10.1080/02331934.2021.1914039 Mario Lefebvre 1
Affiliation
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 is also a second optimizer whose aim is to prevent the ratio from reaching d as long as possible. Explicit solutions are obtained. The particular case when the control variables are assumed to be constants and the general case are treated.
中文翻译:
最小化或最大化第一次通过时间到与时间相关的边界
让是一维受控扩散过程,并且是一个确定性的过程。考虑了各种模型. 优化器试图带来比率尽快达到某个值d。还有第二个优化器,其目的是防止比率从达到d尽可能长的时间。得到明确的解决方案。假设控制变量为常数时的特殊情况,处理一般情况。