scholarly journals A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model

2021 ◽  
Vol 59 (5) ◽  
pp. 3103-3117
Author(s):  
Jean-François Renaud ◽  
Clarence Simard
Keyword(s):  
Control Problem ◽  
Stochastic Control ◽  
Bounded Control ◽  
Stochastic Control Problem ◽  
Brownian Model

A Lower Bounding Linear Programming approach to the Perimeter Patrol Stochastic Control Problem

2012 ◽  
Author(s):  
Krishnamoorthy Kalyanam ◽  
Swaroop Darbha ◽  
Myoungkuk Park ◽  
Meir Pachter ◽  
Phil Chandler ◽  
...  
Keyword(s):  
Linear Programming ◽  
Control Problem ◽  
Stochastic Control ◽  
Programming Approach ◽  
Linear Programming Approach ◽  
Lower Bounding ◽  
Stochastic Control Problem
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