Ergodic Control of Multidimensional Diffusions I: The Existence Results
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Publication:3791065
DOI10.1137/0326007zbMath0646.93068MaRDI QIDQ3791065
Vivek S. Borkar, Mrinal K. Ghosh
Publication date: 1988
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/2951
controlled drift; nondegenerate diffusion process; long run average cost control; relaxed a.s. optimal stable Markov control
93E20: Optimal stochastic control
60J60: Diffusion processes
60F17: Functional limit theorems; invariance principles
60B11: Probability theory on linear topological spaces
49J55: Existence of optimal solutions to problems involving randomness
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