Single person controlled diffusions with discounted costs

DOI10.1007/BF00935107MaRDI QIDQ2556574zbMATH OpenOpenAlexFDO

Authors Stanley R. Pliska

Publication date 1973

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00935107

Mathematics Subject Classification ID

Optimality conditions (49K99)

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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