Controlled Switching Diffusions Under Ambiguity: The Average Criterion
From MaRDI portal
Publication:5072229
DOI10.1142/S0219198921500171zbMath1489.60133OpenAlexW3186781232MaRDI QIDQ5072229
Beatris Adriana Escobedo-Trujillo, Carmen G. Higuera-Chan, José Daniel López-Barrientos
Publication date: 26 April 2022
Published in: International Game Theory Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219198921500171
control model under ambiguity and long-run average criterioncontrol of switching diffusionsvanishing discount technique
Related Items (1)
Cites Work
- Unnamed Item
- Control systems of interacting objects modeled as a game against nature under a mean field approach
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria
- The vanishing discount approach to constrained continuous-time controlled Markov chains
- On general minimax theorems
- Markov control models with unknown random state-action-dependent discount factors
- Long-run average welfare in a pollution accumulation model
- Characterizations of overtaking optimality for controlled diffusion processes
- Worst-case optimal control over a finite horizon
- Average-cost control of stochastic manufacturing systems.
- Discounted robust control for Markov diffusion processes
- Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates
- On the notion of weak stability and related issues of hybrid diffusion systems
- Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal Control
- Ergodic Control of Diffusion Processes
- Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
- Overtaking optimality for controlled Markov-modulated diffusions
- The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes
- Asymptotic Properties of Hybrid Diffusion Systems
- Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization
- Optimal control of production rate in a failure prone manufacturing system
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Elliptic Partial Differential Equations of Second Order
- Ergodic Control of Switching Diffusions
- Minimax Control of Discrete-Time Stochastic Systems
- MixedH2/H∞pitch control of wind turbine with a Markovian jump model
- Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
- Robust maximum principle in minimax control
- Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits
- Blackwell Optimality for Controlled Diffusion Processes
- Stochastic Differential Equations with Markovian Switching
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
This page was built for publication: Controlled Switching Diffusions Under Ambiguity: The Average Criterion
