Overtaking optimality for controlled Markov-modulated diffusions (Q3145053): Difference between revisions
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Revision as of 01:08, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Overtaking optimality for controlled Markov-modulated diffusions |
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Overtaking optimality for controlled Markov-modulated diffusions (English)
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13 December 2012
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average optimality criteria
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bias optimality
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controlled Markov-modulated diffusions
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ergodicity
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Hamilton-Jacobi-Bellman equations
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overtaking optimality
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