Optimal stationary linear control of the Wiener process
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Cites work
- scientific article; zbMATH DE number 3505708 (Why is no real title available?)
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- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
- A comparison theorem for solutions of stochastic differential equations and its applications
- Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
- Liapunov criteria for weak stochastic stability
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- Optimal Stationary Control of a Linear System with State-Dependent Noise
- Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
Cited in
(5)- A renewal theory approach to two-state switching problems with infinite values
- Stationary stochastic asymmetric control
- On a stochastic representation for the principal eigenvalue of a second-order differential equation
- Drift rate control of a Brownian processing system
- Dynamic sampling applied to problems in optimal control
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