An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control

DOI10.1137/S0363012901379073zbMath1037.93073OpenAlexW2014259563MaRDI QIDQ4442995

Amarjit Budhiraja

Publication date: 8 January 2004

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012901379073

zbMATH Keywords

ergodic controloptimal Markov controlconstrained processescontrolled martingale problemcontrol of queuing networkscontrolled reflected diffusionsEcheverria's criterionpatchwork martingale problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

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