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Article: Some analytic aspects of the linear-programming approach to the numerical solution of singular stochastic control problems
Title | Some analytic aspects of the linear-programming approach to the numerical solution of singular stochastic control problems |
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Authors | |
Issue Date | 1989 |
Publisher | Oxford University Press. The Journal's web site is located at http://imamci.oxfordjournals.org/ |
Citation | Ima Journal Of Mathematical Control And Information, 1989, v. 6 n. 1, p. 21-26 How to Cite? |
Abstract | Some analytic aspects of the linear programming approach to the numerical solution of singular stochastic control problems are examined in this article. We show the unique solvability of two linear programming problems related to discretized HJB equations associated with singular stochastic control problems in bounded intervals. © 1989 Oxford University Press. |
Persistent Identifier | http://hdl.handle.net/10722/150949 |
ISSN | 2021 Impact Factor: 1.540 2020 SCImago Journal Rankings: 0.385 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Sun, M | en_US |
dc.date.accessioned | 2012-06-26T06:15:09Z | - |
dc.date.available | 2012-06-26T06:15:09Z | - |
dc.date.issued | 1989 | en_US |
dc.identifier.citation | Ima Journal Of Mathematical Control And Information, 1989, v. 6 n. 1, p. 21-26 | en_US |
dc.identifier.issn | 0265-0754 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/150949 | - |
dc.description.abstract | Some analytic aspects of the linear programming approach to the numerical solution of singular stochastic control problems are examined in this article. We show the unique solvability of two linear programming problems related to discretized HJB equations associated with singular stochastic control problems in bounded intervals. © 1989 Oxford University Press. | en_US |
dc.language | eng | en_US |
dc.publisher | Oxford University Press. The Journal's web site is located at http://imamci.oxfordjournals.org/ | en_US |
dc.relation.ispartof | IMA Journal of Mathematical Control and Information | en_US |
dc.title | Some analytic aspects of the linear-programming approach to the numerical solution of singular stochastic control problems | en_US |
dc.type | Article | en_US |
dc.identifier.email | Sun, M:minsun@hku.hk | en_US |
dc.identifier.authority | Sun, M=rp00780 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1093/imamci/6.1.21 | en_US |
dc.identifier.scopus | eid_2-s2.0-0024916831 | en_US |
dc.identifier.volume | 6 | en_US |
dc.identifier.issue | 1 | en_US |
dc.identifier.spage | 21 | en_US |
dc.identifier.epage | 26 | en_US |
dc.identifier.isi | WOS:A1989U550800002 | - |
dc.publisher.place | United Kingdom | en_US |
dc.identifier.scopusauthorid | Sun, M=25932315800 | en_US |
dc.identifier.issnl | 0265-0754 | - |