검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
CONTROLLING THE RUNNING MAXIMUM OF A DIFFUSION PROCESS AND AN APPLICATION TO QUEUEING SYSTEMS Weerasinghe A SIAM Journal on Control and Optimization, 56(2), 1412, 2018 |
| 2 |
An abelian limit approach to a singular ergodic control problem Weerasinghe A SIAM Journal on Control and Optimization, 46(2), 714, 2007 |
| 3 |
A bounded variation control problem for diffusion processes Weerasinghe A SIAM Journal on Control and Optimization, 44(2), 389, 2005 |
| 4 |
Minimizing infinite time horizon discounted cost with mean, variance, and bounded variation controls Weerasinghe A SIAM Journal on Control and Optimization, 42(4), 1395, 2003 |
| 5 |
Degenerate variance control of a one-dimensional diffusion Ocone D, Weerasinghe A SIAM Journal on Control and Optimization, 39(1), 1, 2000 |