Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria
DOI10.1214/24-ejp1093arXiv2209.14982OpenAlexW4392051468MaRDI QIDQ6126973
Serdar Yüksel, Somnath Pradhan
Publication date: 10 April 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.14982
Hamilton-Jacobi-Bellman equationcontrolled diffusionsnear optimalityfinite actionspiecewise constant policy
Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Diffusion processes (60J60) Topological methods (93B24)
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