Controlled diffusions with boundary-crossing costs
Bibliography: p. 31.
Other Authors: | Borkar, Vivek S. |
---|---|
Language: | eng |
Published: |
Laboratory for Information and Decision Systems, Massachusetts Institute of Technology]
2003
|
Subjects: | |
Online Access: | http://hdl.handle.net/1721.1/2962 |
Similar Items
-
The probabilistic structure of controlled diffusion processes
Published: (2003) -
Ergodic control of multidimensional diffusions I. : the existence results
Published: (2003) -
Control of Markov chains with long-run average cost criterion
Published: (2003) -
Estimation for boundary-value descriptor systems
Published: (2003) -
Estimation for boundary-value descriptor systems
Published: (2003)