On the optimal control of stationary diffusion processes with inaccessible boundaries and no discounting
From MaRDI portal
Publication:5643171
DOI10.2307/3212178zbMath0234.49019OpenAlexW2314675495MaRDI QIDQ5643171
No author found.
Publication date: 1971
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212178
Related Items (7)
On the control of diffusion processes ⋮ Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control ⋮ Unnamed Item ⋮ On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions ⋮ Unnamed Item ⋮ Remarks on a maintenance policy for machines subject to intermittent failure† ⋮ Optimal control of stationary Markov processes
This page was built for publication: On the optimal control of stationary diffusion processes with inaccessible boundaries and no discounting
