scientific article; zbMATH DE number 1060032

zbMath0889.49017MaRDI QIDQ4354022

Alain B. Haurie, Jerzy A. Filar

Publication date: 18 June 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Dantzig-Wolfe decompositioncontrolled Markov chainhybrid statesingularly perturbed stochastic systemsconvergence of the optimal average costlimit-control problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving randomness (49K45)

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A two-factor stochastic production model with two time scales

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