Pages that link to "Item:Q788690"

The following pages link to Long-term average cost control problems for continuous time Markov processes: A survey (Q788690):

Displaying 24 items.

• Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
• Optimal control of molecular dynamics using Markov state models (Q715243) (← links)
• Ergodic control problem for one-dimensional diffusions with near-monotone cost (Q802504) (← links)
• On average cost stopping time problems (Q806159) (← links)
• Optimal controls for diffusion in \(R^ d\)- a min-max max-min formula for the minimal cost growth rate (Q913229) (← links)
• Problèmes de Neumann quasilinéaires. (Quasilinear Neumann problems) (Q1067093) (← links)
• An optimal stopping time problem with time average cost in a bounded interval (Q1085882) (← links)
• Joint insurance and capitalization costs (Q1094069) (← links)
• The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
• Controlled diffusion processes on infinite horizon with the overtaking criterion (Q1098487) (← links)
• Asymptotic behavior of the first order obstacle problem (Q1121438) (← links)
• Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
• Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
• Quelques remarques sur les problèmes elliptiques quasilinéaires du second ordre. (Some remarks on second order quasilinear elliptic problems) (Q1820311) (← links)
• Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986) (Q1995869) (← links)
• Long-run risk sensitive dyadic impulse control (Q2045108) (← links)
• A note on asymptotics between singular and constrained control problems of one-dimensional diffusions (Q2089850) (← links)
• Long term average cost control problems without ergodicity (Q2171038) (← links)
• Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• Ergodic problem for optimal stochastic switching (Q2640865) (← links)
• Ergodic switching control for diffusion-type processes (Q2699280) (← links)
• MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
• Ergodic control of diffusions with random intervention times (Q4964777) (← links)