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Nearly Optimal Singular Controls for Wideband Noise Driven Systems

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References

1983Instantaneous Control of Brownian Motion295 cited
1984Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers202 cited
1983A class of singular stochastic control problems128 cited
1987Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances77 cited
1983On Some Cheap Control Problems for Diffusion Processes68 cited
1986Equivalent models for finite-fuel stochastic control60 cited
1979Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides51 cited

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1994Double Band Policy for Stochastic Manufacturing Systems in Heavy Traffic19 cited

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