Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes
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Publication:3625468
DOI10.1080/07362990802679034zbMath1159.93034OpenAlexW2038925243MaRDI QIDQ3625468
Onésimo Hernández-Lerma, Héctor Jasso-Fuentes
Publication date: 5 May 2009
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990802679034
Related Items (6)
Blackwell Optimality for Controlled Diffusion Processes ⋮ Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes ⋮ Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games ⋮ Optimal ergodic control of Markov diffusion processes with minimum variance ⋮ Discounted robust control for Markov diffusion processes ⋮ Discount-sensitive equilibria in zero-sum stochastic differential games
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