scientific article

zbMath0754.65068MaRDI QIDQ4004190

Paul Dupuis, Harold J. Kushner

Publication date: 18 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

monographalgorithmsDynamic programmingcontinuous time modelsWeak convergencesingular controlControlled Markov chainsreflecting boundariesHeavy trafficcharacterization of processesergodic cost problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Functional limit theorems; invariance principles (60F17) Probabilistic methods, stochastic differential equations (65C99)

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