Hostname: page-component-6dbcb7884d-64ff6 Total loading time: 0 Render date: 2025-02-13T17:31:44.374Z Has data issue: false hasContentIssue false
  • English
  • Français

Optimal control of stationary Markov processes

Published online by Cambridge University Press:  01 July 2016

Richard Morton
Richard Morton*
Affiliation:
University of Manchester
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Second conference on stochastic processes and applications
Information
Advances in Applied Probability , Volume 5 , Issue 1 , April 1973 , pp. 18 - 19
Copyright
Copyright © Applied Probability Trust 1973 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Morton, R. (1970) On the optimal control of stationary diffusion processes … (two papers). J. Appl. Prob. 8, 551–572.Google Scholar
[2] Morton, R. (1972) Optimal control of stationary Markov processes. Research Report 37, Statist. Lab., Univ. Manchester. To appear in J. Stochastic Processes and Appl. Google Scholar
[3] Strauch, R. E. (1966) Negative dynamic programming. Ann. Math. Statist. 37, 871–890.CrossRefGoogle Scholar