Controlled Diffusions

Ergodic Control of Diffusion Processes ◽

10.1017/cbo9781139003605.004 ◽

2011 ◽

pp. 30-85

Author(s):

Ari Arapostathis ◽

Vivek S. Borkar ◽

Mrinal K. Ghosh

Keyword(s):

Controlled Diffusions

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Degenerate Controlled Diffusions

Ergodic Control of Diffusion Processes ◽

10.1017/cbo9781139003605.009 ◽

2011 ◽

pp. 253-278

Author(s):

Ari Arapostathis ◽

Vivek S. Borkar ◽

Mrinal K. Ghosh

Keyword(s):

Controlled Diffusions

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A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions''

SIAM Journal on Control and Optimization ◽

10.1137/16m110650x ◽

2017 ◽

Vol 55 (3) ◽

pp. 1711-1715

Author(s):

Ari Arapostathis ◽

Vivek S. Borkar

Keyword(s):

Iteration Algorithm ◽

Value Iteration ◽

Relative Value ◽

Controlled Diffusions ◽

Value Iteration Algorithm

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A relative value iteration for controlled diffusions under ergodic cost

2012 IEEE 51st IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2012.6426016 ◽

2012 ◽

Author(s):

Ari Arapostathis ◽

Vivek S. Borkar

Keyword(s):

Value Iteration ◽

Relative Value ◽

Controlled Diffusions ◽

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On the Minimum Principle for Controlled Diffusions on Manifolds

SIAM Journal on Control and Optimization ◽

10.1137/0327058 ◽

1989 ◽

Vol 27 (5) ◽

pp. 1092-1107 ◽

Author(s):

M. H. A. Davis ◽

M. P. Spathopoulos

Keyword(s):

Minimum Principle ◽

Controlled Diffusions

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A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions

SIAM Journal on Control and Optimization ◽

10.1137/110850529 ◽

2012 ◽

Vol 50 (4) ◽

pp. 1886-1902 ◽

Author(s):

Ari Arapostathis ◽

Vivek S. Borkar

Keyword(s):

Iteration Algorithm ◽

Value Iteration ◽

Relative Value ◽

Controlled Diffusions ◽

Value Iteration Algorithm

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Lyapunov Stabilizability of Controlled Diffusions via a Superoptimality Principle for Viscosity Solutions

Applied Mathematics & Optimization ◽

10.1007/s00245-005-0834-1 ◽

2005 ◽

Vol 53 (1) ◽

pp. 1-29 ◽

Author(s):

Annalisa Cesaroni

Keyword(s):

Viscosity Solutions ◽

Controlled Diffusions

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Zubov’s method for controlled diffusions with state constraints

Nonlinear Differential Equations and Applications NoDEA ◽

10.1007/s00030-015-0343-0 ◽

2015 ◽

Vol 22 (6) ◽

pp. 1765-1799 ◽

Author(s):

Lars Grüne ◽

Athena Picarelli

Keyword(s):

State Constraints ◽

Zubov’S Method ◽

Controlled Diffusions

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An asymptotic analysis of controlled diffusions with rapidly oscillating parameters

Stochastics and Stochastics Reports ◽

10.1080/17442509308833811 ◽

1993 ◽

Vol 42 (2) ◽

pp. 67-92 ◽

Author(s):

Qing Zhang

Keyword(s):

Asymptotic Analysis ◽

Controlled Diffusions

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Convergence rates of Markov chain approximation methods for controlled diffusions with stopping

Journal of Systems Science and Complexity ◽

10.1007/s11424-010-0148-5 ◽

2010 ◽

Vol 23 (3) ◽

pp. 600-621 ◽

Author(s):

Qingshuo Song ◽

Gang George Yin

Keyword(s):

Markov Chain ◽

Convergence Rates ◽

Approximation Methods ◽

Markov Chain Approximation ◽

Controlled Diffusions ◽

Chain Approximation

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Controlled Diffusions with Partial Observations

Ergodic Control of Diffusion Processes ◽

10.1017/cbo9781139003605.010 ◽

2011 ◽

pp. 279-299

Author(s):

Ari Arapostathis ◽

Vivek S. Borkar ◽

Mrinal K. Ghosh

Keyword(s):

Partial Observations ◽

Controlled Diffusions

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