Optimal control problems and variational inequalities form a rich interdisciplinary area that bridges the disciplines of mathematical analysis, numerical methods and engineering applications. At its ...
This is a preview. Log in through your library . Abstract This paper considers ergodic, continuous-time Markov chains {X (t)} tɛ(-∞, ∞) on Z + = {0, 1,…}. For an arbitrarily fixed N∊ Z+, we study the ...