Ergodic control of degenerate diffusions
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The Hamilton-Jacobi-Bellman equation for an ergodic control problem with degenerate diffusion is studied. The authors give conditions for existence of optimal controls, and these are characterized by means of viscosity solutions of the HJB equation. Under further Lyapunov type stability conditions existence is derived independent from initial conditions.
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Cites work
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- scientific article; zbMATH DE number 42423 (Why is no real title available?)
- On ergodic control of degenerate diffusions
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- Stability in distribution for a class of singular diffusions
- Time-average control of martingale problems: A linear programming formulation
- Time-average control of martingale problems: Existence of a stationary solution
Cited in
(38)- Control of diffusion processes in \(R^ d\) and Bellman equation with degeneration
- Control of diffusion processes in \(\mathbb R^N\)
- On Bellman equations in quadratic ergodic control with controller constraints
- Representation of asymptotic values for nonexpansive stochastic control systems
- Degenerate variance control in the one-dimensional stationary case
- On the smoothness of solutions of linear-quadratic regulator for degenerate diffusions
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
- Averaging and linear programming in some singularly perturbed problems of optimal control
- The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type
- scientific article; zbMATH DE number 4014592 (Why is no real title available?)
- Ergodic control of diffusion processes.
- Recurrence and transience of optimal feedback processes associated with Bellman equations of ergodic type
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- Existence of linear-quadratic regulator for degenerate diffusions
- Singular Perturbations in Ergodic Control of Diffusions
- scientific article; zbMATH DE number 3902533 (Why is no real title available?)
- scientific article; zbMATH DE number 4064892 (Why is no real title available?)
- Ergodic control problems on the whole Euclidean space and convergence of symmetric diffusions
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- On optimal ergodic control of diffusions with jumps
- Controlled random degenerate diffusions under long-run average cost
- Ergodic Control of Partially Degenerate Diffusions in a Compact Domain
- Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations
- The value function in ergodic control of diffusion processes with partial observations
- On unique ergodicity for degenerate diffusions
- The ergodic problem for some subelliptic operators with unbounded coefficients
- Ergodic control of diffusion processes
- Stochastic optimal control and linear programming approach
- Ergodic control of diffusion processes
- Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses
- A stochastic differential game in the orthrant
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
- On convergence of occupational measures sets of a discrete-time stochastic control system, with applications to averaging of hybrid systems
- Existence of asymptotic values for nonexpansive stochastic control systems
- Ergodic control problem for one-dimensional diffusions with near-monotone cost
- Viscosity solution of linear regulator quadratic for degenerate diffusions
- Classical solutions of linear regulator for degenerate diffusions
- A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus
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