AN ABELIAN LIMIT APPROACH TO A SINGULAR ERGODIC CONTROL PROBLEM
- Author
- WEERASINGHE, Ananda1
[1] Department of Mathematics, Iowa State University, Ames, IA 50011, United States - Source
SIAM journal on control and optimization. 2008, Vol 46, Num 2, pp 714-737, 24 p ; ref : 28 ref
- CODEN
- SJCODC
- ISSN
- 0363-0129
- Scientific domain
- Control theory, operational research
- Publisher
- Society for Industrial and Applied Mathematics, Philadelphia, PA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- 60H30 93E20 diffusions with reflecting boundaries ergodic control local-time processes
- Keyword (fr)
- Commande optimale Commande processus Commande singulière Commande stochastique Equation Itô Ergodicité Horizon fini Horizon infini Intégrale stochastique Optimisation sous contrainte Rabais Stratégie optimale Temps local
- Keyword (en)
- Optimal control Process control Singular control Stochastic control Itô equation Ergodicity Finite horizon Infinite horizon Stochastic integral Constrained optimization Discount Optimal strategy Local time
- Keyword (es)
- Control óptimo Control proceso Control singular Control estocástico Ecuación Itô Ergodicidad Horizonte finito Horizonte infinito Integral estocástica Optimización con restricción Rebajas Estrategia optima Tiempo local
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A03 Mathematical programming
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems / 001D02D07 Control system synthesis
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems / 001D02D08 Optimal control
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems / 001D02D09 Process control. Computer integrated manufacturing
- Discipline
- Computer science : theoretical automation and systems Operational research. Management
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20187706
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1137/050646998 
https://dx.doi.org/10.1137/050646998
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