Single person controlled diffusions with discounted costs
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Publication:2556574
Cites work
- scientific article; zbMATH DE number 3287297 (Why is no real title available?)
- scientific article; zbMATH DE number 3186512 (Why is no real title available?)
- A Generalization of LaSalle’s “Bang-Bang” Principle
- Duality and a priori estimates in Markovian optimization problems
- Multiperson Controlled Diffusions
Cited in
(5)- A diffusion model for the control of a multipurpose reservoir system
- Controlled one dimensional diffusions with switching costs - average cost criterion
- Optimal control of a Brownian storage system
- Optimal control of one dimensional non-conservative quasi-diffusion processes
- Two-mode control of Brownian motion with quadratic loss and switching costs
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