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

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+On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
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+Ergodic control of degenerate diffusions
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+Occupation measures for controlled Markov processes: Characterization and optimality
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+On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
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+Existence of stochastic control under state constraints
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+Viscosity Solutions of Hamilton-Jacobi Equations
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+User’s guide to viscosity solutions of second order partial differential equations
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+Duality in Linear Programming Problems Related to Deterministic Long Run Average Problems of Optimal Control
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+Q4032143
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+Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting
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+Linear Programming Approach to Deterministic Long Run Average Problems of Optimal Control
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+Asymptotic Controllability and Exponential Stabilization of Nonlinear Control Systems at Singular Points
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+On the relation between discounted and average optimal value functions
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+Markov chains and invariant probabilities
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+Existence of Markov Controls and Characterization of Optimal Markov Controls
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+Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
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+On the Hamilton-Jacobi-Bellman equations
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+Q3784563
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+Time-average control of martingale problems: Existence of a stationary solution
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+Q4375487
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+Q4255599
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