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Optimal Discounted Stochastic Control for Diffusion Processes

https://doi.org/10.1137/0305032
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-3-662-00031-1openalex-snapshot
Markov Processes
inferredcites →https://doi.org/10.1007/bf01342965openalex-snapshot
�ber die erste Randwertaufgabe bei quasilinearen Differentialgleichungen zweiter Ordnung in mehr als zwei Variablen
inferredcites →https://doi.org/10.1016/0022-247x(66)90170-3openalex-snapshot
Duality and a priori estimates in Markovian optimization problems
inferredcites →https://doi.org/10.1016/s0076-5392(08)x6039-4openalex-snapshot
Stochastic Stability and Control
inferredcites →https://doi.org/10.1137/0303033openalex-snapshot
Sufficient Conditions for the Optimality of a Stochastic Control
inferredcites →https://doi.org/10.1214/aoms/1177700285openalex-snapshot
Discounted Dynamic Programming
inferredcites →https://doi.org/10.1214/aoms/1177704593openalex-snapshot
Discrete Dynamic Programming
inferredcites →https://doi.org/10.2307/1266654openalex-snapshot
Studies in the Theory of Random Processes

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1007/978-0-8176-8337-5_12openalex-snapshot
Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions
inferred← citeshttps://doi.org/10.1007/bf01262983openalex-snapshot
Optimal discounted linear control of the wiener process
inferred← citeshttps://doi.org/10.1007/s10957-016-0898-xopenalex-snapshot
Infinite Horizon Controlled Diffusions with Randomly Varying and State-Dependent Discount Cost Rates
inferred← citeshttps://doi.org/10.1016/b978-0-12-805246-4.00007-0openalex-snapshot
Stochastic Adaptive Dynamic Programming for Robust Optimal Control Design
inferred← citeshttps://doi.org/10.1016/j.cnsns.2014.09.029openalex-snapshot
Small-noise asymptotics of Hamilton–Jacobi–Bellman equations and bifurcations of stochastic optimal control problems
inferred← citeshttps://doi.org/10.1016/j.sbspro.2013.12.507openalex-snapshot
Mean-VAR Model with Stochastic Volatility
inferred← citeshttps://doi.org/10.1080/00207728008967015openalex-snapshot
An impulse control policy for a class of jump diffusion processes†
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Adaptive optimal control for linear stochastic systems with additive noise
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Numerical methods for the solution of the degenerate nonlinear elliptic equations arising in optimal stochastic control theory
inferred← citeshttps://doi.org/10.1137/0311017openalex-snapshot
Necessary and Sufficient Conditions for Optimal Control of Semi-Markov Jump Processes
inferred← citeshttps://doi.org/10.1137/0323039openalex-snapshot
Asymptotic Evolution of a Stochastic Control Problem
inferred← citeshttps://doi.org/10.1137/0331056openalex-snapshot
Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
inferred← citeshttps://doi.org/10.1137/1011086openalex-snapshot
Optimal Continuous-Parameter Stochastic Control
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NCOME, CONSUMPTION AND THE DEMAND FOR MONEY
inferred← citeshttps://doi.org/10.1214/aos/1176343653openalex-snapshot
Continuous Time Control of Markov Processes on an Arbitrary State Space: Discounted Rewards
inferred← citeshttps://doi.org/10.1287/moor.7.4.568openalex-snapshot
Continuity Theorems in Stochastic Control Problems
inferred← citeshttps://doi.org/10.1287/opre.1030.0084openalex-snapshot
Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime
inferred← citeshttps://doi.org/10.1561/2600000023openalex-snapshot
Learning-Based Control: A Tutorial and Some Recent Results
inferred← citeshttps://doi.org/10.3934/math.2025196openalex-snapshot
Asymptotic optimality of a joint scheduling–control policy for parallel server queues with multiclass jobs in heavy traffic
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