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Optimal control of stationary Markov processes

Published online by Cambridge University Press:  01 July 2016

Richard Morton
Richard Morton*
Affiliation:
University of Manchester
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Abstract

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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 

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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