A correction to ``A relative value iteration algorithm for nondegenerate controlled diffusions

DOI10.1137/16M110650XzbMATH Open1365.93536DBLPjournals/siamco/ArapostathisB17OpenAlexW2617986751WikidataQ60167468 ScholiaQ60167468MaRDI QIDQ5266528FDOQ5266528

Authors: Vivek Borkar, Ari Arapostathis 

Publication date: 7 June 2017

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

Full work available at URL: https://doi.org/10.1137/16m110650x

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• A relative value iteration algorithm for nondegenerate controlled diffusions
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zbMATH Keywords

Hamilton-Jacobi-Bellman equationergodic controlmonotone dynamical systemsrelative value iterationcontrolled diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Cites Work

• Ergodic control of diffusion processes.
• Title not available (Why is that?)
• Large time asymptotic problems for optimal stochastic control with superlinear cost
• A relative value iteration algorithm for nondegenerate controlled diffusions
• Semidynamical systems in infinite dimensional spaces

Cited In (5)

• On the relative value iteration with a risk-sensitive criterion
• A relative value iteration algorithm for nondegenerate controlled diffusions
• Convergence of the relative value iteration for the ergodic control problem of nondegenerate diffusions under near-monotone costs
• Corrections to ``Ergodic control problem for one-dimensional diffusions with near-monotone cost
• On the policy iteration algorithm for nondegenerate controlled diffusions under the ergodic criterion

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