Optimal control of stationary Markov processes

DOI10.1016/0304-4149(73)90002-1zbMath0263.93069OpenAlexW2146416478MaRDI QIDQ2561570

Yanyan Li

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1016/0304-4149(73)90002-1

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Operations research and management science (90B99)

Cites Work

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• On the optimal control of stationary diffusion processes with inaccessible boundaries and no discounting
• On the optimal control of stationary diffusion processes with natural boundaries and discounted cost
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