The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints (Q5964414)
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scientific article; zbMATH DE number 6547154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints |
scientific article; zbMATH DE number 6547154 |
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The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints (English)
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29 February 2016
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optimal control
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diffusion processes
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Lagrange multipliers
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constrained control models
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vanishing discount approach
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dynamic programming
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