Pages that link to "Item:Q535338"

The following pages link to Stochastic optimal control and linear programming approach (Q535338):

Displaying 33 items.

• Optimality issues for a class of controlled singularly perturbed stochastic systems (Q255059) (← links)
• Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
• On sets of occupational measures generated by a deterministic control system on an infinite time horizon (Q393204) (← links)
• Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
• Mayer and optimal stopping stochastic control problems with discontinuous cost (Q534752) (← links)
• Existence of asymptotic values for nonexpansive stochastic control systems (Q741140) (← links)
• On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
• Some applications of linear programming formulations in stochastic control (Q1935294) (← links)
• Discontinuous control problems with state constraints: linear formulations and dynamic programming principles (Q1947325) (← links)
• Linear programming approach to optimal impulse control problems with functional constraints (Q1997217) (← links)
• On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria (Q2018766) (← links)
• Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects (Q2152720) (← links)
• Averaging and linear programming in some singularly perturbed problems of optimal control (Q2348615) (← links)
• Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method (Q2391933) (← links)
• Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time (Q2405523) (← links)
• Linear programming formulation of long-run average optimal control problem (Q2420771) (← links)
• Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
• Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time (Q2633647) (← links)
• Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems (Q2637801) (← links)
• Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems (Q2669208) (← links)
• Linear programming and the control of diffusion processes (Q2802245) (← links)
• Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks (Q2911441) (← links)
• Stable Optimal Control and Semicontractive Dynamic Programming (Q3130440) (← links)
• (Q3839295) (← links)
• Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach (Q5130024) (← links)
• Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls (Q5130026) (← links)
• Computable Primal and Dual Bounds for Stochastic Control (Q5139676) (← links)
• LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case (Q5232205) (← links)
• An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints (Q6071809) (← links)
• Optimal Control of Two Linear Programming Problems (Q6488351) (← links)
• Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. II: Numerical aspects (Q6585497) (← links)
• Energy transition under scenario uncertainty: a mean-field game of stopping with common noise (Q6631632) (← links)
• Linear programming approach to optimal control problems with unbounded state constraint (Q6667562) (← links)