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MENALDI JOSE LUIS; ROBIN MAURICE 《IMA Journal of Mathematical Control and Information》1984,1(4):309-322
The control of the drift of a stochastic differential equationwith jump term is considered for the long-run average cost.The convergence of the discounted problem is studied, as wellas the corresponding dynamic programming condition.
This research was supported in part by U.S. Army Research Officeunder contract DAAG29-83-K-0014 and completed during a visitto INRIA. 相似文献
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