Determining the Optimal Control of Singular Stochastic Processes Using Linear Programming
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Publication:3626704
DOI10.1214/074921708000000354zbMath1166.93029MaRDI QIDQ3626704
Richard H. Stockbridge, Kurt Helmes
Publication date: 22 May 2009
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/074921708000000354
linear programming; regime switching; stationary distributions; repair model; singular processes; singular and absolutely continuous control
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