A note on controlled diffusions on line with time-averaged cost (Q790787)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3849121
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on controlled diffusions on line with time-averaged cost |
scientific article; zbMATH DE number 3849121 |
Statements
A note on controlled diffusions on line with time-averaged cost (English)
0 references
1984
0 references
Existence of stable optimal Markov controls is proved for one-dimensional stochastic differential equations with controlled drift and time-averaged cost.
0 references
controlled diffusions
0 references
controlled drift
0 references
time-averaged cost
0 references
0 references
0 references
