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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| English | An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control |
scientific article; zbMATH DE number 2024274 |
Statements
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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0.8591821789741516
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0.8439000844955444
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0.8382506370544434
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0.8319147825241089
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