On ergodic control of degenerate diffusions
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Publication:1904964
DOI10.1007/BF02193470zbMath0835.49012OpenAlexW2028280864MaRDI 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 controlergodic controlstationary solutionsdegenerate diffusionsMarkov controlexistence of an optimal solution
Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (2)
A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Ergodic control of degenerate diffusions
Cites Work
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- 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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