Finite fuel Wiener-Poisson control (Q3335665): Difference between revisions
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Property / author: Howard J. Weiner / rank | |||
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Property / author: Howard J. Weiner / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1080/00207178408933259 / rank | |||
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Property / OpenAlex ID: W2061584834 / rank | |||
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Property / cites work: Some solvable stochastic control problemst<sup>†</sup> / rank | |||
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Property / cites work: Q5520962 / rank | |||
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Property / cites work: Q4189915 / rank | |||
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Property / cites work: Optimal discounted linear control of the Wiener process / rank | |||
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Property / cites work: Distributed Wiener-Poisson control † / rank | |||
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Latest revision as of 13:37, 14 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Finite fuel Wiener-Poisson control |
scientific article |
Statements
Finite fuel Wiener-Poisson control (English)
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1984
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Bellman equation
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one-dimensional Wiener plus Poisson process
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constraint
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