Long-term average cost control problems for continuous time Markov processes: A survey-Reference-Cited by-同舟云学术

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Long-term average cost control problems for continuous time Markov processes: A survey

Published:1983 Issue:3 Volume:1 Page:281-299
ISSN:0167-8019
Container-title:Acta Applicandae Mathematicae
language:en
Short-container-title:Acta Appl Math

Author:

Robin Maurice

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Link

http://link.springer.com/content/pdf/10.1007/BF00046603.pdf

Reference53 articles.

1. Bellman R.: J. Math. Mech. 6 (1957), 679?684.

2. Bensoussan A.: Stochastic Control by Functional Analysis Methods, North-Holland, Amsterdam, 1982.

3. Bensoussan A. and Lions J. L.: Applications des inéquations variationnelles en contrôle stochastique, Dunod, Paris, 1978.

4. Bensoussan A. and Lions J. L.: Contrôle impulsionnel et inéquations quasi-variationnelles, Dunod, Paris, 1982.

5. Bensoussan A. and Lions J. L.: ?Nouvelles formulations de problèmes de contrôle impulsionnel et applications?, CRAS, Paris, 1973, pp. 1189?1192.

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