A variational characterization of the optimal exit rate for controlled diffusions
Work
Year: 2021
Type: article
Abstract: The main result in this paper is a variational formula for the exit rate from a bounded domain for a diffusion process in terms of the stationary law of the diffusion constrained to remain in this dom... more
Authors Ari Arapostathis, Vivek S. Borkar
Cites: 30
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Related to: 10
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Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green