On ergodic control of degenerate diffusions

DOI10.1007/BF02193470zbMath0835.49012OpenAlexW2028280864MaRDI QIDQ1904964

Vivek S. Borkar

Publication date: 1 April 1996

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02193470

zbMATH Keywords

optimal controlergodic controlstationary solutionsdegenerate diffusionsMarkov controlexistence of an optimal solution

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Ergodic control of degenerate diffusions

Cites Work

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• Time-average control of martingale problems: Existence of a stationary solution
• Time-average control of martingale problems: A linear programming formulation
• On extremal solutions to stochastic control problems
• On extremal solutions to stochastic control problems. II

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