Infinite Horizon Controlled Diffusions with Randomly Varying and State-Dependent Discount Cost Rates

Xianggang Lu, George Yin, Xianping Guo. Infinite Horizon Controlled Diffusions with Randomly Varying and State-Dependent Discount Cost Rates. J. Optimization Theory and Applications, 172(2):535-553, 2017. [doi]

Abstract

Abstract is missing.