Ergodic Control of Multidimensional Diffusions I: The Existence Results
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Publication:3791065
DOI10.1137/0326007zbMath0646.93068OpenAlexW1965541015MaRDI 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 driftnondegenerate diffusion processlong run average cost controlrelaxed a.s. optimal stable Markov control
Optimal stochastic control (93E20) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Probability theory on linear topological spaces (60B11) Existence of optimal solutions to problems involving randomness (49J55)
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