Discrete parameter singular control problem with state dependent noise and non-smooth dynamics

DOI10.1080/07362999408809350MaRDI QIDQ4292524zbMATH OpenOpenAlexFDO

Authors K. M. Ramachandran

Publication date 8 June 1994

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999408809350

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites work

• Equivalent models for finite-fuel stochastic control
• scientific article; zbMATH DE number 3878095 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Nearly optimal control of queues in heavy traffic with heterogeneous servers
• Nearly Optimal Singular Controls for Wideband Noise Driven Systems
• Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic

Cited in

(2)

• A convergence method for stochastic differential games with a small parameter
• Nearly Optimal Impulsive Controls for Reflected Wideband Width Process

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