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Numerical solution of a long-term average control problem for singular stochastic processes

โœ Scribed by P. Kaczmarek; S. T. Kent; G. A. Rus; R. H. Stockbridge; B. A. Wade

Publisher
Springer
Year
2007
Tongue
English
Weight
421 KB
Volume
66
Category
Article
ISSN
0340-9422

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๐Ÿ“œ SIMILAR VOLUMES

Long-term average cost control problems
Long-term average cost control problems for continuous time Markov processes: A survey
โœ Maurice Robin ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› Springer Netherlands ๐ŸŒ English โš– 787 KB

This paper addresses the long-term average cost control of continuous time Markov processes. A survey of problems and methods contained in various works is given for continuous control, optimal stopping, and impulse control.