Pages that link to "Item:Q4981852"
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The following pages link to The Lagrange approach to ergodic control of diffusions with cost constraints (Q4981852):
Displaying 7 items.
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality (Q510431) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- Constrained stochastic differential games with additive structure: average and discount payoffs (Q1714479) (← links)
- Block trading: building up a stock position under a regime switching model (Q2283673) (← links)
- Constrained optimality for controlled switching diffusions with an application to stock purchasing (Q5120736) (← links)
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints (Q5964414) (← links)
- Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention (Q6098945) (← links)
