Ergodic Control of Partially Degenerate Diffusions in a Compact Domain

DOI10.1080/1045112031000070357MaRDI QIDQ4440447zbMATH OpenOpenAlexFDO

Authors Vivek Borkar, Mrinal K. Ghosh

Publication date 18 December 2003

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/1045112031000070357

zbMATH Keywords

controlled diffusiondiscrete approximationdynamic programming principleergodic controlmartingale dynamic principleoptimal controlpartial degeneracyvalue function

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Diffusion processes (60J60) Optimal stochastic control (93E20)

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

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