Ergodic control of diffusion processes
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Publication:5491035
zbMATH Open1108.93076MaRDI QIDQ5491035FDOQ5491035
Authors: Vivek Borkar 
Publication date: 26 September 2006
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dynamic programmingergodic controlstationary Markov controlcontrolled diffusionscontrolled martingale problems
Cited In (21)
- The probabilistic structure of controlled diffusion processes
- Controlled diffusions with constraints. II
- Optimal ergodic control of Markov diffusion processes with minimum variance
- Title not available (Why is that?)
- Optimal control of unknown discrete-time linear systems with additive noise
- Ergodic control of diffusion processes
- Asymptotic analysis of long‐term investment with two illiquid and correlated assets
- Uniform recurrence properties of controlled diffusions and applications to optimal control
- Ergodic control of diffusion processes.
- Control of heterogeneous diffusion process in order to stabilize the probability distribution density
- CONTROLLED DIFFUSION PROCESSES WITE SUCCESSIVE REWARDS
- Ergodic Control of Partially Degenerate Diffusions in a Compact Domain
- A mean-field game model for homogeneous flocking
- Weak Energy Shaping for Stochastic Controlled Port-Hamiltonian Systems
- An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control
- Continuous-time robust dynamic programming
- Quasistationary distributions and ergodic control problems
- On unique ergodicity for degenerate diffusions
- Ergodic Control of Multidimensional Diffusions I: The Existence Results
- Robust maximization of asymptotic growth under covariance uncertainty
- Control Theory and Experimental Design in Diffusion Processes
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