Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions

Nassif Ghoussoub, Young-Heon Kim, Tongseok Lim. Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions. SIAM J. Control and Optimization, 58(5):2765-2789, 2020. [doi]

Abstract

Abstract is missing.