Controlled one dimensional diffusions with switching costs—average cost criterion
- 1 December 1978
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 8 (2) , 211-227
- https://doi.org/10.1016/0304-4149(78)90009-1
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Two-mode control of Brownian Motion with quadratic loss and switching costsStochastic Processes and their Applications, 1978
- Sensitive Discount Optimality in Controlled One-Dimensional DiffusionsThe Annals of Probability, 1974
- Single-person controlled diffusions with discounted costsJournal of Optimization Theory and Applications, 1973
- A diffusion model for the control of a damJournal of Applied Probability, 1968
- A continuous time inventory modelJournal of Applied Probability, 1966