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The value function in ergodic control of diffusion processes with partial observations II

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Publication:4523024
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DOI10.4064/am-27-4-455-464zbMath1047.93555OpenAlexW39675136MaRDI QIDQ4523024

Vivek S. Borkar

Publication date: 7 January 2001

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219288



Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic analysis (60H99)


Related Items (2)

The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints ⋮ Dynamic programming for ergodic control with partial observations.




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