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A. Weerasinghe
Information about the author A. Weerasinghe will soon be added to the site.
Found
2 papers
in total
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Date Ascending
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Minimizing infinite time horizon discounted cost with mean, variance, and bounded variation controls
2003
We consider an infinite time horizon discounted cost minimization problem for a class...
Reflecting Ito processes in a stochastic control problem
1992
Let X(ë) be an Ito process with reflection at 0 and state space [0,•) and...
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