Nearly Optimal Impulsive Controls for Reflected Wideband Width Process

DOI10.1081/SAP-120026111MaRDI QIDQ4432681zbMATH OpenOpenAlexFDO

Authors K. M. Ramachandran

Publication date 28 October 2003

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

Full work available at URL https://doi.org/10.1081/sap-120026111

zbMATH Keywords

cost functionaldiffusion processimpulsive controloptimal control problempseudo path topologywideband noise process

Mathematics Subject Classification ID

Ordinary differential equations with impulses (34A37) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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Cites work

• Absolutely continuous and singular stochastic control^†
• An Ergodic Control Problem for Reflected Diffusion with Jump
• Convergence problems for an impulsively and singularly controlled system
• Discrete parameter singular control problem with state dependent noise and non-smooth dynamics
• scientific article; zbMATH DE number 3878095 (Why is no real title available?)
• scientific article; zbMATH DE number 53999 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• Nearly Optimal Singular Controls for Wideband Noise Driven Systems
• On singular stochastic control problems for diffusion with jumps
• Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic
• Reflected diffusion processes with jumps

Cited in

(2)

• scientific article; zbMATH DE number 4064894 (Why is no real title available?)
• Convergence problems for an impulsively and singularly controlled system

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