A note on controlled diffusions on line with time-averaged cost (Q790787)
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scientific article; zbMATH DE number 3849121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on controlled diffusions on line with time-averaged cost |
scientific article; zbMATH DE number 3849121 |
Statements
A note on controlled diffusions on line with time-averaged cost (English)
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1984
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Existence of stable optimal Markov controls is proved for one-dimensional stochastic differential equations with controlled drift and time-averaged cost.
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controlled diffusions
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controlled drift
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time-averaged cost
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