Pages that link to "Item:Q3105813"
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The following pages link to Ergodic Control of Diffusion Processes (Q3105813):
Displaying 50 items.
- Stochastic stability of measures in gradient systems (Q2357394) (← links)
- Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (Q2359780) (← links)
- Stochastic finite-time partial stability, partial-state stabilization, and finite-time optimal feedback control (Q2364590) (← links)
- Linear programming formulation of long-run average optimal control problem (Q2420771) (← links)
- An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963) (← links)
- Risk-sensitive control of pure jump process on countable space with near monotone cost (Q2441391) (← links)
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes (Q2674434) (← links)
- On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (Q2677701) (← links)
- On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems (Q2683719) (← links)
- A survey of average cost problems in deterministic discrete-time control systems (Q2685226) (← links)
- Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement (Q2694481) (← links)
- Ergodic switching control for diffusion-type processes (Q2699280) (← links)
- The Dirichlet problem for stable-like operators and related probabilistic representations (Q2833304) (← links)
- Relative Value Iteration for Stochastic Differential Games (Q2926593) (← links)
- Control Theory and Experimental Design in Diffusion Processes (Q2945147) (← links)
- Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control (Q2994676) (← links)
- Certain Liouville properties of eigenfunctions of elliptic operators (Q3120531) (← links)
- Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds (Q3302438) (← links)
- Adaptive control of diffusion processes with a discounted reward criterion (Q3386883) (← links)
- Asymptotic optimal tracking: feedback strategies (Q4584679) (← links)
- Risk-sensitive stochastic differential games with reflecting diffusions (Q4607787) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185) (← links)
- Stochastic differential games and inverse optimal control and stopper policies (Q4967682) (← links)
- Convergence to Periodic Probability Solutions in Fokker--Planck Equations (Q4985453) (← links)
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426) (← links)
- On the relative value iteration with a risk-sensitive criterion (Q4989140) (← links)
- A variational characterization of the optimal exit rate for controlled diffusions (Q4989954) (← links)
- On Some Quasi-Variational Inequalities and Other Problems with Moving Sets (Q4992577) (← links)
- On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime (Q5000654) (← links)
- On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563) (← links)
- “Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae (Q5012197) (← links)
- Optimizing Noisy Complex Systems Liable to Failure (Q5024349) (← links)
- Mean-Field Limit for a Class of Stochastic Ergodic Control Problems (Q5037500) (← links)
- Controlled Switching Diffusions Under Ambiguity: The Average Criterion (Q5072229) (← links)
- Optimal Ergodic Harvesting under Ambiguity (Q5072292) (← links)
- Zero-sum semi-Markov games with a probability criterion (Q5086912) (← links)
- Optimal Control of Markov-Modulated Multiclass Many-Server Queues (Q5113896) (← links)
- On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions (Q5117358) (← links)
- Ergodic control of diffusion processes (Q5128976) (← links)
- Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations (Q5130899) (← links)
- Technical Note—On the Optimality of Reflection Control (Q5144788) (← links)
- Continuous-Time Robust Dynamic Programming (Q5205609) (← links)
- A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$ (Q5208746) (← links)
- Infinite-Horizon Average Optimality of the N-Network in the Halfin–Whitt Regime (Q5219673) (← links)
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case (Q5232205) (← links)
- On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
- On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient (Q5239048) (← links)
- An adaptive control architecture for leader–follower multiagent systems with stochastic disturbances and sensor and actuator attacks (Q5240703) (← links)
- On the use of stochastic differential games against nature to ergodic control problems with unknown parameters (Q5266180) (← links)
