Ergodic control problem for one-dimensional diffusions with near-monotone cost
Author:
Publisher
Elsevier BV
Subject
Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering
Reference5 articles.
1. Existence of optimal strategies based on specified information, for a class of stochastic decision problems;Beneš;SIAM J. Control,1970
2. A note on controlled diffusions on line with time-averaged cost;Borkar;Systems and Control Letters,1984
3. Deterministic and Stochastic Optimal Control;Fleming,1970
4. Long-term average cost control problems for continuous time Markov processes: a survey;Robin;Acta Applicandae Mathematicae,1983
5. A transformation of the phase space of a diffusion process that removes the drift;Zvonkin;Math. USSR Sbornik,1974
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs;SIAM Journal on Control and Optimization;2013-01
2. On the Policy Iteration Algorithm for Nondegenerate Controlled Diffusions Under the Ergodic Criterion;Optimization, Control, and Applications of Stochastic Systems;2012
3. An Auxiliary Equation for the Bellman Equation in a One-Dimensional Ergodic Control;Applied Mathematics and Optimization;2001-01-01
4. A Simple Proof of the Theorem Concerning Optimality in a One-Dimensional Ergodic Control Problem;Applied Mathematics and Optimization;2000-01-03
5. Ergodic Control of Multidimensional Diffusions I: The Existence Results;SIAM Journal on Control and Optimization;1988-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3