Treffer: A note on controlled diffusions with long finite horizon
Title:
A note on controlled diffusions with long finite horizon
Authors:
Source:
Systems & control letters. 16(5):379-385
Publisher Information:
Amsterdam: Elsevier, 1991.
Publication Year:
1991
Physical Description:
print, 9 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse mathématique, Mathematical analysis, Calcul des variations et contrôle optimal, Calculus of variations and optimal control, Condition existence, Existence condition, Condición existencia, Mesure invariante, Invariant measure, Medida invariante, Modèle n dimensions, Multidimensional model, Modelo n dimensiones, Processus diffusion, Diffusion process, Proceso difusión, Contrôle Markov, Contrôle optimal, Optimal control, Control optimal, Equation Hamilton Jacobi Bellman, Optimalité moyenne forte
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Univ. Texas Austin, dep. electrical computer eng., Austin TX 78712-1084, United States
ISSN:
0167-6911
Rights:
Copyright 1992 INIST-CNRS
CC BY 4.0
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
CC BY 4.0
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
Notes:
Mathematics
Accession Number:
edscal.5032277
Database:
PASCAL Archive
Weitere Informationen
Controlled diffusion processes on Rd are considered. Under a certain penalizing condition on the cost for unstable behavior or under a Liapunov stability condition, we establish the existence of a stable Markov control which is strong average optimal.