On ergodic control of degenerate diffusions
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Publication:1904964
DOI10.1007/BF02193470zbMath0835.49012MaRDI QIDQ1904964
Publication date: 1 April 1996
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02193470
optimal control; ergodic control; stationary solutions; degenerate diffusions; Markov control; existence of an optimal solution
93E20: Optimal stochastic control
49J55: Existence of optimal solutions to problems involving randomness
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A partial history of the early development of continuous-time nonlinear stochastic systems theory, Ergodic control of degenerate diffusions
Cites Work
- Time-average control of martingale problems: Existence of a stationary solution
- Time-average control of martingale problems: A linear programming formulation
- On extremal solutions to stochastic control problems
- On extremal solutions to stochastic control problems. II
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