Overtaking optimality for controlled Markov-modulated diffusions (Q3145053)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Overtaking optimality for controlled Markov-modulated diffusions |
scientific article |
Statements
Overtaking optimality for controlled Markov-modulated diffusions (English)
0 references
13 December 2012
0 references
average optimality criteria
0 references
bias optimality
0 references
controlled Markov-modulated diffusions
0 references
ergodicity
0 references
Hamilton-Jacobi-Bellman equations
0 references
overtaking optimality
0 references
0 references
0 references
