Controlled one dimensional diffusions with switching costs - average cost criterion

DOI10.1016/0304-4149(78)90009-1zbMath0391.49020OpenAlexW1981562128MaRDI QIDQ1251388

Bharat T. Doshi

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90009-1

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45)

Related Items

Optimal switching among a finite number of Markov processes ⋮ Control of a continuous production inventory system with production quantity restrictions

Cites Work

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