Discounted robust control for Markov diffusion processes
José Daniel Lopez-Barrientos; Héctor Jasso-Fuentes; Beatris Adriana Escobedo-Trujillo
| Year of publication: |
2015
|
|---|---|
| Authors: | Lopez-Barrientos, José Daniel ; Jasso-Fuentes, Héctor ; Escobedo-Trujillo, Beatris Adriana |
| Published in: |
Top : transactions in operations research. - [Berlin] : Springer, ISSN 1134-5764, ZDB-ID 1205918-3. - Vol. 23.2015, 1, p. 53-76
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| Subject: | Robust control | Discounted criterion | Controlled diffusions | Kontrolltheorie | Control theory | Markov-Kette | Markov chain | Robustes Verfahren | Robust statistics | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Innovationsdiffusion | Innovation diffusion |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010513771