Stochastic optimal control and linear programming approach (Q535338): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00245-010-9120-y
+Normal rank
@@ Property / OpenAlex ID @@
+W2039953262
@@ Property / OpenAlex ID: W2039953262 / rank @@
+Normal rank
@@ Property / cites work @@
+On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
+Normal rank
@@ Property / cites work @@
+Ergodic control of degenerate diffusions
@@ Property / cites work: Ergodic control of degenerate diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation measures for controlled Markov processes: Characterization and optimality
+Normal rank
@@ Property / cites work @@
+On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
+Normal rank
@@ Property / cites work @@
+Existence of stochastic control under state constraints
+Normal rank
@@ Property / cites work @@
+Viscosity Solutions of Hamilton-Jacobi Equations
@@ Property / cites work: Viscosity Solutions of Hamilton-Jacobi Equations / rank @@
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Duality in Linear Programming Problems Related to Deterministic Long Run Average Problems of Optimal Control
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting
+Normal rank
@@ Property / cites work @@
+Linear Programming Approach to Deterministic Long Run Average Problems of Optimal Control
+Normal rank
@@ Property / cites work @@
+Asymptotic Controllability and Exponential Stabilization of Nonlinear Control Systems at Singular Points
+Normal rank
@@ Property / cites work @@
+On the relation between discounted and average optimal value functions
+Normal rank
@@ Property / cites work @@
+Markov chains and invariant probabilities
@@ Property / cites work: Markov chains and invariant probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of Markov Controls and Characterization of Optimal Markov Controls
+Normal rank
@@ Property / cites work @@
+Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
+Normal rank
@@ Property / cites work @@
+On the Hamilton-Jacobi-Bellman equations
@@ Property / cites work: On the Hamilton-Jacobi-Bellman equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q3784563
@@ Property / cites work: Q3784563 / rank @@
+Normal rank
@@ Property / cites work @@
+Time-average control of martingale problems: Existence of a stationary solution
+Normal rank
@@ Property / cites work @@
+Q4375487
@@ Property / cites work: Q4375487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank