On the optimal control of stationary diffusion processes with inaccessible boundaries and no discounting

DOI10.2307/3212178MaRDI QIDQ5643171zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

Cited in

(7)

• On the control of diffusion processes
• On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions
• scientific article; zbMATH DE number 3976907 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3629995 (Why is no real title available?)

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