Stochastic optimal control and linear programming approach
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- Asymptotic Controllability and Exponential Stabilization of Nonlinear Control Systems at Singular Points
- Duality in Linear Programming Problems Related to Deterministic Long Run Average Problems of Optimal Control
- Ergodic control of degenerate diffusions
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- Existence of stochastic control under state constraints
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- Linear programming approach to deterministic infinite horizon optimal control problems with discounting
- Markov chains and invariant probabilities
- Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
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- On the relation between discounted and average optimal value functions
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- User’s guide to viscosity solutions of second order partial differential equations
- Viscosity Solutions of Hamilton-Jacobi Equations
Cited in
(40)- On sets of occupational measures generated by a deterministic control system on an infinite time horizon
- Optimality issues for a class of controlled singularly perturbed stochastic systems
- An LP approach to dynamic programming principles for stochastic control problems with state constraints
- Mayer and optimal stopping stochastic control problems with discontinuous cost
- Averaging and linear programming in some singularly perturbed problems of optimal control
- Existence of asymptotic values for nonexpansive stochastic control systems
- Linear programming approach to optimal impulse control problems with functional constraints
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions
- Stable Optimal Control and Semicontractive Dynamic Programming
- Large time asymptotic problems for optimal stochastic control with superlinear cost
- Duality and approximation of stochastic optimal control problems under expectation constraints
- A dual representation result for value functions in stochastic control of infinite dimensional groups
- Representation formulas for limit values of long run stochastic optimal controls
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects
- Optimal Control of Two Linear Programming Problems
- Mean-field games of optimal stopping: a relaxed solution approach
- Linear programming and the control of diffusion processes
- Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems
- Pathwise Stochastic Optimal Control
- Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
- Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds
- Impulsive control for continuous-time Markov decision processes: a linear programming approach
- Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time
- Linear programming formulation of long-run average optimal control problem
- scientific article; zbMATH DE number 1189500 (Why is no real title available?)
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects
- Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method
- Energy transition under scenario uncertainty: a mean-field game of stopping with common noise
- Some applications of linear programming formulations in stochastic control
- Computable Primal and Dual Bounds for Stochastic Control
- Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time
- Discontinuous control problems with state constraints: linear formulations and dynamic programming principles
- An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time
- Linear programming approach to optimal control problems with unbounded state constraint
- Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems
- Bellman equations for scalar linear convex stochastic control problems
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
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