On the policy iteration algorithm for nondegenerate controlled diffusions under the ergodic criterion
DOI10.1007/978-0-8176-8337-5_1zbMATH Open1374.93383OpenAlexW330571231WikidataQ60167490 ScholiaQ60167490MaRDI QIDQ4593597FDOQ4593597
Authors: Ari Arapostathis 
Publication date: 22 November 2017
Published in: Systems & Control: Foundations & Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-8176-8337-5_1
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- A relative value iteration algorithm for nondegenerate controlled diffusions
- On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions
- On averaged control and iteration improvement for a class of multidimensional ergodic diffusions
- A correction to ``A relative value iteration algorithm for nondegenerate controlled diffusions
- Policy iteration algorithm for singular controlled diffusion processes
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