A note on the Ross-Taylor theorem

DOI10.1016/0096-3003(94)90064-7zbMath0814.93085OpenAlexW1995682339MaRDI QIDQ1339776

Emmanuel Fernández-Gaucherand

Publication date: 8 December 1994

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(94)90064-7

zbMATH Keywords

convexityequicontinuityaverage cost optimality equationcontrolled Markov processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Convexity of real functions of several variables, generalizations (26B25)

Related Items (4)

Empirical estimation in average Markov control processes ⋮ Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria ⋮ OPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONS ⋮ Fuzzy decision processes with an average reward criterion.

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• State Constraints in Convex Control Problems of Bolza

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