Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching
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Publication:5853642
DOI10.1137/20M1348613zbMath1459.93190OpenAlexW3134535525MaRDI QIDQ5853642
Publication date: 11 March 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1348613
Multivariable systems, multidimensional control systems (93C35) Dynamic programming (90C39) Optimal stochastic control (93E20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)
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