Single person controlled diffusions with discounted costs

DOI10.1007/BF00935107zbMATH Open0248.49015OpenAlexW2159393361MaRDI QIDQ2556574FDOQ2556574

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• A Generalization of LaSalle’s “Bang-Bang” Principle
• Duality and a priori estimates in Markovian optimization problems
• Multiperson Controlled Diffusions

Cited In (5)

• Two-mode control of Brownian motion with quadratic loss and switching costs
• Optimal control of a Brownian storage system
• Optimal control of one dimensional non-conservative quasi-diffusion processes
• Controlled one dimensional diffusions with switching costs - average cost criterion
• A diffusion model for the control of a multipurpose reservoir system

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