Optimal ergodic control of Markov diffusion processes with minimum variance

Stochastics ◽

10.1080/17442508.2012.688973 ◽

2012 ◽

Vol 85 (6) ◽

pp. 929-945

Author(s):

Héctor Jasso-Fuentes ◽

Onésimo Hernández-Lerma

Keyword(s):

Diffusion Processes ◽

Minimum Variance ◽

Ergodic Control ◽

Markov Diffusion

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Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes

Stochastic Analysis and Applications ◽

10.1080/07362990802679034 ◽

2009 ◽

Vol 27 (2) ◽

pp. 363-385 ◽

Author(s):

Héctor Jasso-Fuentes ◽

Onésimo Hernández-Lerma

Keyword(s):

Diffusion Processes ◽

Ergodic Control ◽

Markov Diffusion

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Ergodic Control of Diffusion Processes

10.1017/cbo9781139003605 ◽

2009 ◽

Author(s):

Ari Arapostathis ◽

Vivek S. Borkar ◽

Mrinal K. Ghosh

Keyword(s):

Diffusion Processes ◽

Ergodic Control

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Discounted robust control for Markov diffusion processes

Top ◽

10.1007/s11750-014-0323-2 ◽

2014 ◽

Vol 23 (1) ◽

pp. 53-76 ◽

Author(s):

José Daniel López-Barrientos ◽

Héctor Jasso-Fuentes ◽

Beatris Adriana Escobedo-Trujillo

Keyword(s):

Robust Control ◽

Diffusion Processes ◽

Markov Diffusion

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The value function in ergodic control of diffusion processes with partial observations

Stochastics and Stochastics Reports ◽

10.1080/17442509908834213 ◽

1999 ◽

Vol 67 (3-4) ◽

pp. 255-266 ◽

Author(s):

V. S. Borkar

Keyword(s):

Value Function ◽

Diffusion Processes ◽

Ergodic Control ◽

Partial Observations ◽

The Value Function

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Ergodic control of diffusion processes

Journal of Applied Statistics ◽

10.1080/02664763.2012.750440 ◽

2013 ◽

Vol 40 (4) ◽

pp. 921-922

Author(s):

Yiannis Kamarianakis

Keyword(s):

Diffusion Processes ◽

Ergodic Control

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Correction to ``The value function in ergodic control of diffusion processes with partial observations II" (Applicationes Math. 27 (2000), 455–464)

Applicationes Mathematicae ◽

10.4064/am28-2-9 ◽

2001 ◽

Vol 28 (2) ◽

pp. 245-246 ◽

Author(s):

V. S. Borkar

Keyword(s):

Value Function ◽

Diffusion Processes ◽

Ergodic Control ◽

Partial Observations ◽

The Value Function

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Ergodic control of diffusion processes

Proceedings of the International Congress of Mathematicians Madrid, August 22–30, 2006 ◽

10.4171/022-3/62 ◽

2009 ◽

pp. 1299-1309 ◽

Author(s):

Vivek Borkar

Keyword(s):

Diffusion Processes ◽

Ergodic Control

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Parametric estimation of local characteristics for Markov diffusion processes

Measurement Techniques ◽

10.1007/s11018-006-0039-2 ◽

2005 ◽

Vol 48 (12) ◽

pp. 1167-1170

Author(s):

A. P. Lapsar’

Keyword(s):

Diffusion Processes ◽

Parametric Estimation ◽

Local Characteristics ◽

Markov Diffusion

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Fast direct policy evaluation using multiscale analysis of Markov diffusion processes

Proceedings of the 23rd international conference on Machine learning - ICML '06 ◽

10.1145/1143844.1143920 ◽

2006 ◽

Author(s):

Mauro Maggioni ◽

Sridhar Mahadevan

Keyword(s):

Policy Evaluation ◽

Multiscale Analysis ◽

Diffusion Processes ◽

Markov Diffusion

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Optimal Control of Markov Diffusion Processes.

10.21236/ada058874 ◽

1978 ◽

Author(s):

Wendell H. Fleming

Keyword(s):

Optimal Control ◽

Diffusion Processes ◽

Markov Diffusion

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