Stochastic optimal control and linear programming approach
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- Asymptotic Controllability and Exponential Stabilization of Nonlinear Control Systems at Singular Points
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Cited in
(40)- An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints
- Existence of asymptotic values for nonexpansive stochastic control systems
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time
- On sets of occupational measures generated by a deterministic control system on an infinite time horizon
- Optimal Control of Two Linear Programming Problems
- Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems
- Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
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- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions
- Large time asymptotic problems for optimal stochastic control with superlinear cost
- Pathwise Stochastic Optimal Control
- Stable Optimal Control and Semicontractive Dynamic Programming
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects
- Discontinuous control problems with state constraints: linear formulations and dynamic programming principles
- Representation formulas for limit values of long run stochastic optimal controls
- Averaging and linear programming in some singularly perturbed problems of optimal control
- A dual representation result for value functions in stochastic control of infinite dimensional groups
- Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects
- Linear programming and the control of diffusion processes
- An LP approach to dynamic programming principles for stochastic control problems with state constraints
- Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
- Linear programming formulation of long-run average optimal control problem
- Optimality issues for a class of controlled singularly perturbed stochastic systems
- 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
- Impulsive control for continuous-time Markov decision processes: a linear programming approach
- Mayer and optimal stopping stochastic control problems with discontinuous cost
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- Mean-field games of optimal stopping: a relaxed solution approach
- Some applications of linear programming formulations in stochastic control
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach
- Bellman equations for scalar linear convex stochastic control problems
- Duality and approximation of stochastic optimal control problems under expectation constraints
- Linear programming approach to optimal impulse control problems with functional constraints
- Linear programming approach to optimal control problems with unbounded state constraint
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