Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control

DOI10.1016/j.jmaa.2022.126567zbMath1501.93162arXiv2103.06502OpenAlexW4293473624MaRDI QIDQ2079543

Serdar Yüksel, Aristotle Arapostathis

Publication date: 30 September 2022

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.06502

zbMATH Keywords

approximationsergodic controlexistence of optimal policiesoptimality of deterministic policies

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items

Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria

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