Infinite-Dimensional Linear Programming Approach to SingularStochastic Control
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Publication:4337423
DOI10.1137/S036301299528685XzbMATH Open0880.93060MaRDI QIDQ4337423FDOQ4337423
Authors: Michael Taksar 
Publication date: 19 May 1997
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
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- An almost optimal control design method for nonlinear time-delay systems
- Convergence of finite element methods for singular stochastic control
- A class of discounted models for singular diffusion control
- Brownian inventory models with convex holding cost. II: Discount-optimal controls
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects
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- A dynamic analytic method for risk-aware controlled martingale problems
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