Ergodic control of multidimensional diffusions. II: Adaptive control
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- A topology for Markov controls
- Bounds for the fundamental solution of a parabolic equation
- Ergodic Control of Multidimensional Diffusions I: The Existence Results
- Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
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- Estimation and control in discounted stochastic dynamic programming
- Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
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- On the Hamilton-Jacobi-Bellman equations
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- Parameter estimation in continuous-time stochastic processes
- SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
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(19)- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria
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- scientific article; zbMATH DE number 440562 (Why is no real title available?)
- Bayesian ergodic adaptive control of diffusion processes
- A note on controlled diffusions with long finite horizon
- Ergodic Control of Multidimensional Diffusions I: The Existence Results
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