Fetching the paper…
Reading the bibliography…
Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control spaces.
Linear programming and sequential decisions
Manne, A.S. (1960) · 1960
Earlier work this paper cites.
Optimal control of differential and functional equations,
Warga, J. (1972) · 1972
Earlier work this paper cites.
Some solvable stochastic control problems
Beneš, V.E., Shepp, L. A. and Witsenhausen, H. S. (1980) · 1980
Earlier work this paper cites.
Linear Programming Formulation for Optimal Stopping Problems
Cho, M.J. and Stockbridge, R.H. (2002) · 1982
Earlier work this paper cites.
Markov Processes: Characterization and Convergence
Ethier, S.N. and Kurtz, T.G. (1986) · 1986
Earlier work this paper cites.
A solvable one-dimensional model of a diffusion inventory system
Sulem, A. (1986) · 1986
Earlier work this paper cites.
On the existence of optimal controls
Haussmann, U.G. and Lepeltier, J.P. (1990) · 1990
Cited alongside, same era.
Time-average control of martingale problems: A linear programming formulation
Stockbridge, R.H. (1990) · 1990
Cited alongside, same era.
Occupation measures for controlled Markov processes: Characterization and optimality
Bhatt, A.G. and Borkar, V. S. (1996) · 1996
Cited alongside, same era.
Discrete-Time Markov Control Processes: Basic Optimality Criteria,
Hernandez-Lerma, O. and Lasserre, J.B. (1996) · 1996
Cited alongside, same era.
Infinite-dimensional linear programming approach to singular stochastic control
Taksar, M.I. (1997) · 1997
Cited alongside, same era.
Approximation schemes for infinite linear programs
Hernandez-Lerma, O. and Lasserre, J.B. (1998) · 1998
Cited alongside, same era.
Existence of Markov controls and characterization of optimal Markov controls
Kurtz, T.G. and Stockbridge, R.H. (1998) · 1998
Later among the works it cites.
Further Topics on Discrete-Time Markov Control Processes,
Hernandez-Lerma, O. and Lasserre, J.B. (1999) · 1999
Later among the works it cites.
Singular stochastic control in the presence of a state-dependent yield structure
Alvarez, L. H. R. (2000) · 2000
Later among the works it cites.
Stationary solutions and forward equations for controlled and singular martingale problems
Kurtz, T.G. and Stockbridge, R.H. (2001) · 2001
Later among the works it cites.
Linear Programming Approach to the Optimal Stopping of Singular Stochastic Processes
Helmes, K. and Stockbridge, R.H. (2007) · 2007
Later among the works it cites.
On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
A Weak Convergence Approach to Inventory Control Using a Long-term Average Criterion
Helmes, K., Stockbridge, R.H. and Zhu, C. (preprint)
Cited in the paper.
Dufour, F. and Stockbridge, R.H. (2012) · 2012
Later among the works it cites.