Sensitive discount optimality in controlled one-dimensional diffusions
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Publication:1845695
DOI10.1214/aop/1176996656zbMath0286.93046OpenAlexW1999051544MaRDI QIDQ1845695
Publication date: 1974
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996656
Related Items (12)
Blackwell Optimality for Controlled Diffusion Processes ⋮ Blackwell optimal policies in a Markov decision process with a Borel state space ⋮ Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes ⋮ Four Canadian Contributions to Stochastic Modeling ⋮ Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games ⋮ Optimal control of one dimensional non-conservative quasi-diffusion processes ⋮ Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces ⋮ Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Controlled one dimensional diffusions with switching costs - average cost criterion ⋮ Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes ⋮ Discount-sensitive equilibria in zero-sum stochastic differential games
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