An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control (Q4442995)

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scientific article; zbMATH DE number 2024274
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    An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control
    scientific article; zbMATH DE number 2024274

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      An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control (English)
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      8 January 2004
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      ergodic control
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      optimal Markov control
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      controlled reflected diffusions
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      constrained processes
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      control of queuing networks
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      patchwork martingale problem
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      controlled martingale problem
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      Echeverria's criterion
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