"Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and ..."

Ananda P. Weerasinghe (2003)

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DOI: 10.1137/S0363012902403948

access: closed

type: Journal Article

metadata version: 2021-11-10

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Ananda P. Weerasinghe:
Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and Bounded Variation Controls. SIAM J. Control. Optim. 42(4): 1395-1415 (2003)

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