Existence of optimal controls for singular control problems with state constraints

DOI10.1214/105051606000000556zbMath1118.49008arXivmath/0702418OpenAlexW2029650422MaRDI QIDQ997426

Amarjit Budhiraja, Kevin Ross

Publication date: 6 August 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702418

zbMATH Keywords

state constraintsstochastic networkssingular controlBrownian control problemsequivalent workload formulation

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30)

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