Numerical solution of a long-term average control problem for singular stochastic processes (Q2465385)
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scientific article; zbMATH DE number 5223264
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| English | Numerical solution of a long-term average control problem for singular stochastic processes |
scientific article; zbMATH DE number 5223264 |
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Numerical solution of a long-term average control problem for singular stochastic processes (English)
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4 January 2008
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Singular stochastic control
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Stationary distribution
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Long-term average
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Finite element
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Linear programming
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Markov chain
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0.8444339036941528
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0.8411734104156494
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0.827875554561615
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