Ergodic control of diffusion processes.
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- Characterizations of overtaking optimality for controlled diffusion processes
- The probabilistic structure of controlled diffusion processes
- Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control
- An ergodic control problem for many-server multiclass queueing systems with cross-trained servers
- Energy-based feedback control for stochastic port-controlled Hamiltonian systems
- On the link between infinite horizon control and quasi-stationary distributions
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control
- Asymptotic harvesting of populations in random environments
- Ergodic theory for controlled Markov chains with stationary inputs
- Sustainable harvesting policies under long-run average criteria: near optimality
- Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986)
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
- Phase transitions arising in stochastic ergodic control associated with viscous Hamilton-Jacobi equations with bounded inward drift
- Risk-sensitive ergodic control of reflected diffusion processes in orthant
- Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions
- Quasistationary distributions and ergodic control problems
- The role of systems biology, neuroscience, and thermodynamics in network control and learning
- Uniform stability of some large-scale parallel server networks
- A nonzero-sum risk-sensitive stochastic differential game in the orthant
- Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces
- Optimal sustainable harvesting of populations in random environments
- Geometry of information structures, strategic measures and associated stochastic control topologies
- Jet lag recovery: synchronization of circadian oscillators as a mean field game
- General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment
- The Dyson and Coulomb games
- Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
- Zero-sum stochastic games with partial information and average payoff
- Zero-sum stochastic differential games with risk-sensitive cost
- Convergence to equilibrium in Fokker-Planck equations
- Existence of periodic probability solutions to Fokker-Planck equations with applications
- Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains
- Discounted robust control for Markov diffusion processes
- Averaging and linear programming in some singularly perturbed problems of optimal control
- Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts
- Integral identity and measure estimates for stationary Fokker-Planck equations
- Stochastic stability of measures in gradient systems
- Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates
- Stochastic finite-time partial stability, partial-state stabilization, and finite-time optimal feedback control
- Linear programming formulation of long-run average optimal control problem
- An eigenvalue approach to the risk sensitive control problem in near monotone case
- Risk-sensitive control of pure jump process on countable space with near monotone cost
- Steady states of Fokker-Planck equations. III: Degenerate diffusion
- Discount-sensitive equilibria in zero-sum stochastic differential games
- Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes
- On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions
- On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
- A survey of average cost problems in deterministic discrete-time control systems
- Quadratic Lyapunov function for stochastic mechanical systems with switching impacts
- Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement
- Ergodic switching control for diffusion-type processes
- Optimal inventory control with path-dependent cost criteria
- Steady states of Fokker-Planck equations. II: Non-existence
- The Dirichlet problem for stable-like operators and related probabilistic representations
- Relative Value Iteration for Stochastic Differential Games
- Control Theory and Experimental Design in Diffusion Processes
- Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control
- Liouville properties and critical value of fully nonlinear elliptic operators
- Certain Liouville properties of eigenfunctions of elliptic operators
- Impulsive control for continuous-time Markov decision processes: a linear programming approach
- Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds
- Adaptive control of diffusion processes with a discounted reward criterion
- Robust maximization of asymptotic growth under covariance uncertainty
- Large deviations for multiscale diffusion via weak convergence methods
- Ergodic Control of Partially Degenerate Diffusions in a Compact Domain
- Asymptotic optimal tracking: feedback strategies
- Risk-sensitive stochastic differential games with reflecting diffusions
- On existence of Lyapunov functions for a stationary Kolmogorov equation with a probability solution
- Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
- Ergodic control of diffusions with random intervention times
- Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights
- Stochastic differential games and inverse optimal control and stopper policies
- Convergence to periodic probability solutions in Fokker-Planck equations
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs
- On the relative value iteration with a risk-sensitive criterion
- A variational characterization of the optimal exit rate for controlled diffusions
- On some quasi-variational inequalities and other problems with moving sets
- On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime
- On the policy improvement algorithm for ergodic risk-sensitive control
- ``Controlled versions of the Collatz-Wielandt and Donsker-Varadhan formulae
- Optimizing noisy complex systems liable to failure
- The ergodic problem for some subelliptic operators with unbounded coefficients
- Mean-field limit for a class of stochastic ergodic control problems
- On solutions of mean field games with ergodic cost
- Analysis of criteria for long-run average in the problem of stochastic linear regulator
- Controlled Switching Diffusions Under Ambiguity: The Average Criterion
- Optimal ergodic harvesting under ambiguity
- Zero-sum semi-Markov games with a probability criterion
- Optimal control of Markov-modulated multiclass many-server queues
- On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions
- Ergodic control of diffusion processes
- Delay feedback control for switching diffusion systems based on discrete-time observations
- Technical Note—On the Optimality of Reflection Control
- Continuous-time robust dynamic programming
- A variational formula for risk-sensitive control of diffusions in \(\mathbb{R}^d\)
- Infinite-horizon average optimality of the N-network in the Halfin-Whitt regime
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
- On pricing barrier control in a regime-switching regulated market
- On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient
- An adaptive control architecture for leader-follower multiagent systems with stochastic disturbances and sensor and actuator attacks
This page was built for publication: Ergodic control of diffusion processes.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3105813)
