Ergodic Control of Multidimensional Diffusions I: The Existence Results (Q3791065)
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scientific article; zbMATH DE number 4055514
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| English | Ergodic Control of Multidimensional Diffusions I: The Existence Results |
scientific article; zbMATH DE number 4055514 |
Statements
Ergodic Control of Multidimensional Diffusions I: The Existence Results (English)
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1988
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long run average cost control
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nondegenerate diffusion process
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controlled drift
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relaxed a.s. optimal stable Markov control
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0.893000602722168
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0.8797273635864258
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0.8797273635864258
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0.846307098865509
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