The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints (Q5964414): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2016.01.036 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2329385457 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4073917 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic Control of Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4404205 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A topology for Markov controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: The value function in ergodic control of diffusion processes with partial observations II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled diffusions with constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled diffusions with constraints. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: On stochastic relaxed control for partially observed diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic Control of Switching Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040640 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Continuous-Time Markov Control Processes with Discounted Criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Existence of Optimal Controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4891056 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Markov control processes in Borel spaces: the discounted case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Average Cost Markov Control Processes in Borel Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: The LP approach in average reward MDPs with multiple cost constraints: The countable state case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Markov decision processes with first passage criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterizations of overtaking optimality for controlled diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-run average welfare in a pollution accumulation model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2716066 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discounted robust control for Markov diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov control processes with pathwise constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Lagrange approach to ergodic control of diffusions with cost constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic control in stochastic manufacturing systems with constant demand / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: The vanishing discount approach to constrained continuous-time controlled Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5667133 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:48, 11 July 2024

scientific article; zbMATH DE number 6547154
Language Label Description Also known as
English
The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
scientific article; zbMATH DE number 6547154

    Statements

    The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints (English)
    0 references
    29 February 2016
    0 references
    optimal control
    0 references
    diffusion processes
    0 references
    Lagrange multipliers
    0 references
    constrained control models
    0 references
    vanishing discount approach
    0 references
    dynamic programming
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references