Overtaking optimality for controlled Markov-modulated diffusions (Q3145053)
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scientific article; zbMATH DE number 6115656
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| English | Overtaking optimality for controlled Markov-modulated diffusions |
scientific article; zbMATH DE number 6115656 |
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Overtaking optimality for controlled Markov-modulated diffusions (English)
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13 December 2012
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average optimality criteria
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bias optimality
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controlled Markov-modulated diffusions
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ergodicity
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Hamilton-Jacobi-Bellman equations
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overtaking optimality
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0.9469465
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0.9114424
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0.8940125
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