Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and Bounded Variation Controls

Ananda Weerasinghe. Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and Bounded Variation Controls. SIAM J. Control and Optimization, 42(4):1395-1415, 2003. [doi]

Authors

Ananda Weerasinghe

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