singular stochastic processes
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Determining the Optimal Control of Singular Stochastic Processes Using Linear Programming

Institute of Mathematical Statistics Collections - Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz ◽

10.1214/074921708000000354 ◽

2008 ◽

pp. 137-153 ◽

Cited By ~ 3

Author(s):

Kurt Helmes ◽

Richard H. Stockbridge

Keyword(s):

Optimal Control ◽

Linear Programming ◽

Stochastic Processes ◽

Singular Stochastic Processes

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Numerical solution of a long-term average control problem for singular stochastic processes

Mathematical Methods of Operations Research ◽

10.1007/s00186-007-0166-9 ◽

2007 ◽

Vol 66 (3) ◽

pp. 451-473 ◽

Cited By ~ 5

Author(s):

P. Kaczmarek ◽

S. T. Kent ◽

G. A. Rus ◽

R. H. Stockbridge ◽

B. A. Wade

Keyword(s):

Control Problem ◽

Stochastic Processes ◽

Numerical Solution ◽

Average Control ◽

Singular Stochastic Processes

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Linear programming approach to the optimal stopping of singular stochastic processes

Stochastics ◽

10.1080/17442500600976814 ◽

2007 ◽

Vol 79 (3-4) ◽

pp. 309-335 ◽

Cited By ~ 10

Author(s):

K. Helmes ◽

R. H. Stockbridge

Keyword(s):

Linear Programming ◽

Stochastic Processes ◽

Optimal Stopping ◽

Programming Approach ◽

Linear Programming Approach ◽

Singular Stochastic Processes

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A separation principle for partially observed control of singular stochastic processes

Nonlinear Analysis ◽

10.1016/j.na.2005.02.051 ◽

2005 ◽

Vol 63 (5-7) ◽

pp. e2057-e2065 ◽

Cited By ~ 2

Author(s):

R.H. Stockbridge

Keyword(s):

Stochastic Processes ◽

Separation Principle ◽

Partially Observed ◽

Singular Stochastic Processes

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singular stochastic processesRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Determining the Optimal Control of Singular Stochastic Processes Using Linear Programming

Numerical solution of a long-term average control problem for singular stochastic processes

Linear programming approach to the optimal stopping of singular stochastic processes

A separation principle for partially observed control of singular stochastic processes

singular stochastic processes
Recently Published Documents