On the optimal control of stationary diffusion processes with inaccessible boundaries and no discounting
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Publication:5643171
DOI10.2307/3212178zbMATH Open0234.49019OpenAlexW2314675495MaRDI QIDQ5643171FDOQ5643171
Authors:
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
Cited In (7)
- On the control of diffusion processes
- On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions
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- Remarks on a maintenance policy for machines subject to intermittent failure†
- Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control
- Optimal control of stationary Markov processes
- Title not available (Why is that?)
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