Time-average control of martingale problems: the hamilton-jacobi-bellman equation (Q3827156)
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scientific article; zbMATH DE number 4101959
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| English | Time-average control of martingale problems: the hamilton-jacobi-bellman equation |
scientific article; zbMATH DE number 4101959 |
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Time-average control of martingale problems: the hamilton-jacobi-bellman equation (English)
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1989
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Martingale methods
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Hamilton-Jacobi-Bellman equation
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martingale problem
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average cost
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Controlled diffusions
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controlled queues
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0.8304622173309326
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0.8226650357246399
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0.8188801407814026
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0.8148604035377502
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0.8083410859107971
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