Controlled diffusions with constraints. II

DOI10.1006/jmaa.1993.1216zbMath0799.60072OpenAlexW4213236697MaRDI QIDQ1260866

Vivek S. Borkar

Publication date: 5 September 1993

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1993.1216

zbMATH Keywords

controlled nondegenerate diffusionergodic costsoptimal stable Markov control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items (2)

Constrained stochastic differential games with additive structure: average and discount payoffs ⋮ The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints

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