Ergodic Control of Partially Degenerate Diffusions in a Compact Domain

DOI10.1080/1045112031000070357zbMath1046.93048OpenAlexW2001562494MaRDI QIDQ4440447

Vivek S. Borkar, Mrinal K. Ghosh

Publication date: 18 December 2003

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1045112031000070357

zbMATH Keywords

optimal controlergodic controldiscrete approximationcontrolled diffusionvalue functiondynamic programming principlemartingale dynamic principlepartial degeneracy

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Diffusion processes (60J60)

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