Search Results - subject:"Long-term average"

Kaczmarek, P.; Kent, S.; Rus, G.; Stockbridge, R.; Wade, B. - In: Mathematical Methods of Operations Research 66 (2007) 3, pp. 451-473

This paper analyzes numerically a long-term average stochastic control problem involving a controlled diffusion on a …

Persistent link: https://www.econbiz.de/10010949953

Kaczmarek, P.; Kent, S.; Rus, G.; Stockbridge, R.; Wade, B. - In: Computational Statistics 66 (2007) 3, pp. 451-473

This paper analyzes numerically a long-term average stochastic control problem involving a controlled diffusion on a …

Persistent link: https://www.econbiz.de/10010847516