Overtaking optimality for controlled Markov-modulated diffusions (Q3145053): Difference between revisions

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+Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates
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+Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
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+Q4891056
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+Characterizations of overtaking optimality for controlled diffusion processes
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+Stochastic Differential Equations with Markovian Switching
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+A counterexample on overtaking optimality
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+Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
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+The Recurrence Structure of General Markov Processes
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+Asymptotic Properties of Hybrid Diffusion Systems
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