Numerical solution of a long-term average control problem for singular stochastic processes (Q2465385): Difference between revisions
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| Property / cites work: Linear Programming Formulation for Optimal Stopping Problems / rank | |||
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| Property / cites work: Numerical comparison of controls and verification of optimality for stochastic control problems / rank | |||
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| Property / cites work: Existence of Markov Controls and Characterization of Optimal Markov Controls / rank | |||
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| Property / cites work: Q2703816 / rank | |||
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| Property / cites work: The finite element method for computing the stationary distribution of an SRBM in a hypercube with applications to finite buffer queueing networks / rank | |||
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Latest revision as of 14:39, 27 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of a long-term average control problem for singular stochastic processes |
scientific article |
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Numerical solution of a long-term average control problem for singular stochastic processes (English)
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4 January 2008
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Singular stochastic control
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Stationary distribution
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Long-term average
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Finite element
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Linear programming
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Markov chain
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