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Overtaking optimality for controlled Markov-modulated diffusions - MaRDI portal

Overtaking optimality for controlled Markov-modulated diffusions (Q3145053)

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Overtaking optimality for controlled Markov-modulated diffusions
scientific article

    Statements

    title
    Overtaking optimality for controlled Markov-modulated diffusions (English)
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    published in
    Optimization
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    publication date
    13 December 2012
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    zbMATH Keywords
    average optimality criteria
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    bias optimality
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    controlled Markov-modulated diffusions
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    ergodicity
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    Hamilton-Jacobi-Bellman equations
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    overtaking optimality
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    Identifiers

    Mathematics Subject Classification ID
    49K45
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    93E20
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    60J60
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    60J75
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    zbMATH DE Number
    6115656
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    OpenAlex ID
    W2062101506
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