Pages that link to "Item:Q1098487"
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The following pages link to Controlled diffusion processes on infinite horizon with the overtaking criterion (Q1098487):
Displaying 13 items.
- On stochastic optimality for a linear controller with attenuating disturbances (Q384244) (← links)
- Optimal controls for diffusion in \(R^ d\)- a min-max max-min formula for the minimal cost growth rate (Q913229) (← links)
- Characterizations of overtaking optimality for controlled diffusion processes (Q1021252) (← links)
- On infinite products of stochastic matrices (Q1189630) (← links)
- On the Bellman equation of the overtaking criterion: Addendum (Q1321394) (← links)
- On the link between infinite horizon control and quasi-stationary distributions (Q1730930) (← links)
- Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process (Q2940354) (← links)
- Overtaking optimality for controlled Markov-modulated diffusions (Q3145053) (← links)
- Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes (Q3625468) (← links)
- Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria (Q4296292) (← links)
- Structure of intergenerational risk-sharing plans: optimality and fairness (Q4959366) (← links)
- Blackwell Optimality for Controlled Diffusion Processes (Q5321756) (← links)
- Optimal ergodic control of Markov diffusion processes with minimum variance (Q5410815) (← links)
