Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs (Q5494866)
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scientific article; zbMATH DE number 6323008
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs |
scientific article; zbMATH DE number 6323008 |
Statements
Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs (English)
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30 July 2014
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controlled diffusions
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ergodic control
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Hamilton-Jacobi-Bellman equation
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relative value iteration
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parabolic Cauchy problem
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