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scientific article; zbMATH DE number 2048369
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scientific article; zbMATH DE number 2048369

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    author
    Vivek S. Borkar
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    Sanjoy K. Mitter
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    publication date
    1 March 2004
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    Mathematics Subject Classification ID
    93E20
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    93E03
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    49L20
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    zbMATH DE Number
    2048369
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    zbMATH Keywords
    controlled diffusion
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    ergodic control
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    martingale dynamic programming principle
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    partially observed control problem
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    storage function
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    value function
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