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Numerical Methods for Stochastic Singular Control Problems

https://doi.org/10.1137/0329073
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-4613-8762-6_11openalex-snapshot
Brownian Models of Queueing Networks with Heterogeneous Customer Populations
inferredcites →https://doi.org/10.1016/s0076-5392(08)x6196-xopenalex-snapshot
Probability Methods for Approximations in Stochastic Control and for Elliptic Equations
inferredcites →https://doi.org/10.1080/00207177108931985openalex-snapshot
Mathematical programming and the control of Markov chains†
inferredcites →https://doi.org/10.1080/17442508608833384openalex-snapshot
Absolutely continuous and singular stochastic control †
inferredcites →https://doi.org/10.1080/17442508608833410openalex-snapshot
Equivalent models for finite-fuel stochastic control
inferredcites →https://doi.org/10.1137/0323051openalex-snapshot
Additive Control of Stochastic Linear Systems with Finite Horizon
inferredcites →https://doi.org/10.1137/0326034openalex-snapshot
Nearly Optimal Singular Controls for Wideband Noise Driven Systems
inferredcites →https://doi.org/10.1137/0327047openalex-snapshot
Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem
inferredcites →https://doi.org/10.1137/0327066openalex-snapshot
Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic
inferredcites →https://doi.org/10.1137/0328056openalex-snapshot
Numerical Methods for Stochastic Control Problems in Continuous Time
inferredcites →https://doi.org/10.1137/0328065openalex-snapshot
Routing and Singular Control for Queueing Networks in Heavy Traffic
inferredcites →https://doi.org/10.1137/1.9781611970333openalex-snapshot
Approximation of Population Processes
inferredcites →https://doi.org/10.1214/aoms/1177699146openalex-snapshot
Denumerable State Markovian Decision Processes-Average Cost Criterion
inferredcites →https://doi.org/10.1287/moor.10.1.63openalex-snapshot
Average Optimal Singular Control and a Related Stopping Problem
inferredcites →https://doi.org/10.1287/moor.15.2.215openalex-snapshot
Optimal Control of a Two-Station Brownian Network
inferredcites →https://doi.org/10.1287/moor.9.3.441openalex-snapshot
Open Queueing Networks in Heavy Traffic
inferredcites →https://doi.org/10.1287/opre.38.6.1052openalex-snapshot
Scheduling Networks of Queues: Heavy Traffic Analysis of a Two-Station Closed Network
inferredcites →https://doi.org/10.2307/1402124openalex-snapshot
Convergence of Probability Measures
inferredcites →https://doi.org/10.2307/1426435openalex-snapshot
A class of singular stochastic control problems

What points at this work

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

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Modeling and approximations for stochastic systems with state-dependent singular controls and wide-band noise
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Numerical Methods for Stochastic Singular Control Problems with State-Dependent Control
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