CONTROLLED DIFFUSION PROCESSES WITE SUCCESSIVE REWARDS
Author:
Publisher
Faculty of Mathematics, Kyushu University
Subject
General Earth and Planetary Sciences,General Environmental Science
Link
https://www.jstage.jst.go.jp/article/kyushumfs/39/2/39_2_165/_pdf
Reference18 articles.
1. [1] D. BLACKWELL: Discounted dynamic programming, Ann. Math. Statist., 36 226-235.
2. [2] M. CRANDALL and A. PAZY: Nonlinear evolution equation in Banach Spaces, Israel J. Math., 11 (1972) 57-94.
3. [3] C. DERAMAN: Denumerable state Markovian decision processes, Ann. Math. Statist., 37 (1966) 1545-1554.
4. [4] B. T. DOSHI: Continuous time control of Markov processes on an arbitrary state space: average return criterion, Stochastic Processes and their Applications, 4 (1976) 55-77.
5. [5] E. B. DYNKIN: Markov processes I, Springer-Verlag, Berlin, 1965.
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