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Laura Vinckenbosch

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Related publications (2)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Optimal expulsion and optimal confinement of a Brownian particle with a switching cost

Robert Dalang, Laura Vinckenbosch

We solve two stochastic control problems in which a player tries to minimize or maximize the exit time from an interval of a Brownian particle, by controlling its drift. The player can change from one drift to another but is subject to a switching cost. In ...

Elsevier Science Bv2014

Stochastic Control and Free Boundary Problems for Sailboat Trajectory Optimization

Laura Vinckenbosch

The topic of this thesis is the study of several stochastic control problems motivated by sailing races. The goal is to minimize the travel time between two locations, by selecting the fastest route in face of randomly changing weather conditions, such as ...

EPFL2012