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 bounded region. The solution technique takes advantage of an infinite-dimensional linear programming formulation for the problem which relates the stationary measures to the...
