Existence of optimal controls for singular control problems with state constraints
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Publication:997426
DOI10.1214/105051606000000556zbMath1118.49008arXivmath/0702418OpenAlexW2029650422MaRDI QIDQ997426
Publication date: 6 August 2007
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0702418
state constraintsstochastic networkssingular controlBrownian control problemsequivalent workload formulation
Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30)
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