Ergodic Control of Multidimensional Diffusions I: The Existence Results

DOI10.1137/0326007zbMath0646.93068MaRDI QIDQ3791065

Vivek S. Borkar, Mrinal K. Ghosh

Publication date: 1988

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/2951

zbMATH Keywords

controlled drift; nondegenerate diffusion process; long run average cost control; relaxed a.s. optimal stable Markov control

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60J60: Diffusion processes

60F17: Functional limit theorems; invariance principles

60B11: Probability theory on linear topological spaces

49J55: Existence of optimal solutions to problems involving randomness

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