Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model

Cited In (26)

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On a stochastic representation for the principal eigenvalue of a second-order differential equation
Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle
Optimal control strategies for stochastically excited quasi partially integrable Hamiltonian systems
Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle

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