An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control

SIAM Journal on Control and Optimization ◽

10.1137/s0363012901379073 ◽

2003 ◽

Vol 42 (2) ◽

pp. 532-558 ◽

Author(s):

Amarjit Budhiraja

Keyword(s):

Control Problem ◽

Diffusion Processes ◽

Ergodic Control ◽

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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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Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs

SIAM Journal on Control and Optimization ◽

10.1137/130912918 ◽

2014 ◽

Vol 52 (1) ◽

pp. 1-31 ◽

Author(s):

Ari Arapostathis ◽

Vivek S. Borkar ◽

K. Suresh Kumar

Keyword(s):

Control Problem ◽

Value Iteration ◽

Ergodic Control ◽

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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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Corrections to “Ergodic control problem for one-dimensional diffusions with near-monotone cost”

Systems & Control Letters ◽

10.1016/0167-6911(86)90120-9 ◽

1986 ◽

Vol 7 (3) ◽

pp. 233-235 ◽

Author(s):

A. Bensoussan ◽

V. Borkar

Keyword(s):

Control Problem ◽

Ergodic Control ◽

One Dimensional

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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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Approximation of a stochastic ergodic control problem

New Trends in Nonlinear Control Theory - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043045 ◽

1989 ◽

pp. 377-395 ◽

Author(s):

Fabien Campillo ◽

François Le Gland ◽

Etienne Pardoux

Keyword(s):

Control Problem ◽

Ergodic Control

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On a functional differential equation that arises in a Markov control problem

Journal of Differential Equations ◽

10.1016/0022-0396(78)90136-5 ◽

1978 ◽

Vol 28 (3) ◽

pp. 390-405 ◽

Author(s):

Stanley R Pliska

Keyword(s):

Differential Equation ◽

Control Problem ◽

Functional Differential Equation ◽

Functional Differential ◽

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An Ergodic Control Problem for Reflected Diffusion with Jump

IMA Journal of Mathematical Control and Information ◽

10.1093/imamci/1.4.309 ◽

1984 ◽

Vol 1 (4) ◽

pp. 309-322 ◽

Author(s):

JOSÉ LUIS MENALDI ◽

MAURICE ROBIN

Keyword(s):

Control Problem ◽

Ergodic Control ◽

Reflected Diffusion

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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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A One-Dimensional Ratio Ergodic Control Problem

Control of Distributed Parameter and Stochastic Systems - IFIP Advances in Information and Communication Technology ◽

10.1007/978-0-387-35359-3_25 ◽

1999 ◽

pp. 207-214

Author(s):

Yasuhiro Fujita

Keyword(s):

Control Problem ◽

Ergodic Control ◽

One Dimensional

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