Modeling and approximations for stochastic systems with state-dependent singular controls and wide-band noise

Harold J. Kushner. Modeling and approximations for stochastic systems with state-dependent singular controls and wide-band noise. In Proceedings of the 51th IEEE Conference on Decision and Control, CDC 2012, December 10-13, 2012, Maui, HI, USA. pages 1451-1458, IEEE, 2012. [doi]

Abstract

Abstract is missing.