Ergodic Control of Multidimensional Diffusions I: The Existence Results

DOI10.1137/0326007zbMath0646.93068OpenAlexW1965541015MaRDI 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 driftnondegenerate diffusion processlong run average cost controlrelaxed a.s. optimal stable Markov control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Probability theory on linear topological spaces (60B11) Existence of optimal solutions to problems involving randomness (49J55)

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