Stationary stochastic control for Itô processes

Advances in Applied Probability

Volumn 34, Issue 1, 2002, Pages 128-140

  Weerasinghe, Ananda P N ^a  

^a IOWA STATE UNIVERSITY   (United States)

Author keywords

Local time processes; Reflecting diffusion processes; Stationary control; Stochastic differential equations

Indexed keywords

DIFFERENTIAL EQUATIONS; DIFFUSION; FUNCTIONS; RANDOM PROCESSES;

STATIONARY STOCHASTIC CONTROL;

STOCHASTIC CONTROL SYSTEMS;

EID: 0036508743     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1019160953     Document Type: Article

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