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

@@ Property / author @@
-Rainer Buckdahn
@@ Property / author: Rainer Buckdahn / rank @@
-Normal rank
@@ Property / author @@
+Rainer Buckdahn
@@ Property / author: Rainer Buckdahn / rank @@
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+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 90C05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+L25
@@ Property / Mathematics Subject Classification ID: 49L25 / rank @@
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@@ Property / zbMATH DE Number @@
+5886903
@@ Property / zbMATH DE Number: 5886903 / rank @@
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@@ Property / zbMATH Keywords @@
+linear programming
@@ Property / zbMATH Keywords: linear programming / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic control under constraints
@@ Property / zbMATH Keywords: stochastic control under constraints / rank @@
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@@ Property / zbMATH Keywords @@
+occupational measures
@@ Property / zbMATH Keywords: occupational measures / rank @@
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@@ Property / zbMATH Keywords @@
+viscosity solutions
@@ Property / zbMATH Keywords: viscosity solutions / rank @@
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@@ Property / zbMATH Keywords @@
+long-time averaging
@@ Property / zbMATH Keywords: long-time averaging / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s00245-010-9120-y
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+W2039953262
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@@ Property / cites work @@
+On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
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@@ 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
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@@ Property / cites work @@
+On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
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@@ Property / cites work @@
+Existence of stochastic control under state constraints
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@@ 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
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@@ Property / cites work @@
+Duality in Linear Programming Problems Related to Deterministic Long Run Average Problems of Optimal Control
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@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
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@@ Property / cites work @@
+Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting
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@@ 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
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@@ Property / cites work @@
+On the relation between discounted and average optimal value functions
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@@ Property / cites work @@
+Markov chains and invariant probabilities
@@ Property / cites work: Markov chains and invariant probabilities / rank @@
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@@ Property / cites work @@
+Existence of Markov Controls and Characterization of Optimal Markov Controls
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@@ Property / cites work @@
+Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
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@@ Property / cites work @@
+On the Hamilton-Jacobi-Bellman equations
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@@ Property / cites work @@
+Q3784563
@@ Property / cites work: Q3784563 / rank @@
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@@ Property / cites work @@
+Time-average control of martingale problems: Existence of a stationary solution
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@@ Property / cites work @@
+Q4375487
@@ Property / cites work: Q4375487 / rank @@
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@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:535338