Controlled diffusions with constraints
暂无分享,去创建一个
[1] M. K. Ghosh,et al. Ergodic control of multidimensional diffusions, II: Adaptive control , 1990 .
[2] V. Borkar. A topology for Markov controls , 1989 .
[3] Keith W. Ross,et al. Randomized and Past-Dependent Policies for Markov Decision Processes with Multiple Constraints , 1989, Oper. Res..
[4] V. Borkar. Control of Markov chains with long-run average cost criterion: the dynamic programming equations , 1989 .
[5] Vivek S. Borkar,et al. Optimal Control of Diffusion Processes , 1989 .
[6] Controlled diffusions with boundary-crossing costs , 1988 .
[7] M. K. Ghosh,et al. Ergodic control of multidimensional diffusions 1: the existence results , 1988 .
[8] F. Beutler,et al. Time-average optimal constrained semi-Markov decision processes , 1986, Advances in Applied Probability.
[9] F. Beutler,et al. Optimal policies for controlled markov chains with a constraint , 1985 .
[10] A. Veretennikov. ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS , 1981 .
[11] N. Krylov. Controlled Diffusion Processes , 1980 .
[12] O. Ladyženskaja. Linear and Quasilinear Equations of Parabolic Type , 1968 .
[13] D. Luenberger. Optimization by Vector Space Methods , 1968 .
[14] D. Aronson,et al. Bounds for the fundamental solution of a parabolic equation , 1967 .
[15] R. Phelps. Lectures on Choquet's Theorem , 1966 .