Controlled diffusions with constraints
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Analysis
Reference18 articles.
1. Bounds for the fundamental solution of a parabolic equation;Aronson;Bull. Amer. Math. Soc.,1967
2. Optimal policies for controlled Markov chains with a constraint;Beutler;J. Math. Anal. Appl.,1985
3. Time-average optimal constrained semi-Markov processes;Beutler;Adv. in Appl. Probab.,1986
4. Asymptotic behaviour of several dimensional dimensions;Bhattacharya,1981
5. Controlled diffusions with boundary crossing costs;Borkar;Appl. Math. Optim.,1988
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