Optimal control of diffusion processes with reflection (Q1229833): Difference between revisions

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-Martin L. Puterman
@@ Property / author: Martin L. Puterman / rank @@
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+Martin L. Puterman
@@ Property / author: Martin L. Puterman / rank @@
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+MaRDI publication profile
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+Q3266141
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@@ Property / cites work @@
+Diffusion processes with boundary conditions
@@ Property / cites work: Diffusion processes with boundary conditions / rank @@
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@@ Property / cites work @@
+On Optimal Control of a Non-Terminating Diffusion Process with Reflection
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@@ Property / cites work @@
+Optimal Continuous-Parameter Stochastic Control
@@ Property / cites work: Optimal Continuous-Parameter Stochastic Control / rank @@
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+Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
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+Existence of Optimal Stochastic Control Laws
@@ Property / cites work: Existence of Optimal Stochastic Control Laws / rank @@
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@@ Property / cites work @@
+Théorie probabiliste du contrôle des diffusions
@@ Property / cites work: Théorie probabiliste du contrôle des diffusions / rank @@
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+Dynamic Programming Conditions for Partially Observable Stochastic Systems
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+On the regularity of generalized solutions of linear, non-uniformly elliptic equations
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+Q3281164
@@ Property / cites work: Q3281164 / rank @@
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+Q5343895
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+Q5570526
@@ Property / cites work: Q5570526 / rank @@
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@@ Property / cites work @@
+Diffusion processes with continuous coefficients, I
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+Publication:1229833