Ergodic Control of Switching Diffusions
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Publication:4377429
DOI10.1137/S0363012996299302zbMath0891.93081OpenAlexW2014615708WikidataQ60167554 ScholiaQ60167554MaRDI QIDQ4377429
Mrinal K. Ghosh, Steven I. Marcus, Aristotle Arapostathis
Publication date: 9 February 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012996299302
Hamilton-Jacobi-Bellman equationergodic controlswitching diffusionsfailure-prone manufacturing systemMarkov policypathwise average cost
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