Optimal control of one dimensional non-conservative quasi-diffusion processes

DOI10.1016/0304-4149(80)90012-5zbMath0455.60065OpenAlexW2090059081MaRDI QIDQ1150215

Jürgen Groh

Publication date: 1980

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(80)90012-5

zbMATH Keywords

birth-death processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On systems of linear differentio-Stieltjes-integral equations
• The birth and death processes as diffusion processes
• A nonlinear Volterra-Stieltjes integral equation and a Gronwall inequality in one dimension
• Über verallgemeinerte gewöhnliche Differentialoperatoren mit nicht- lokalen Randbedingungen und die von ihnen erzeugten Markov-Prozesse
• Controlled jump processes
• Sensitive discount optimality in controlled one-dimensional diffusions
• Single person controlled diffusions with discounted costs
• The parabolic differential equations and the associated semigroups of transformation
• Über eine Klasse eindimensionaler Markovprozesse
• On the Optimal Control of One-dimensional Quasi-diffusion Processes
• Multiperson Controlled Diffusions

This page was built for publication: Optimal control of one dimensional non-conservative quasi-diffusion processes