A note on controlled diffusions with long finite horizon
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Publication:805584
DOI10.1016/0167-6911(91)90059-NzbMath0728.93067MaRDI QIDQ805584
Mrinal K. Ghosh, Steven I. Marcus
Publication date: 1991
Published in: Systems \& Control Letters (Search for Journal in Brave)
Cites Work
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- Ergodic control of multidimensional diffusions. II: Adaptive control
- On optimality criteria for dynamic programs with long finite horizons
- Ergodic Control of Multidimensional Diffusions I: The Existence Results
- ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
- The value function in ergodic control of diffusion processes with partial observations
- Rates of Weak Convergence for the Multidimensional Central Limit Theorem