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"Optimal Brownian Stopping When the Source and Target Are Radially ..."

Nassif Ghoussoub, Young-Heon Kim, Tongseok Lim (2020)

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DOI: 10.1137/19M1270513

access: closed

type: Journal Article

metadata version: 2020-12-01

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  - journals/siamco/GhoussoubKL20
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Nassif Ghoussoub, Young-Heon Kim, Tongseok Lim:
Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions. SIAM J. Control. Optim. 58(5): 2765-2789 (2020)

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