Some New Results on Sample Path Optimality in Ergodic Control of Diffusions

DOI10.1109/TAC.2017.2664342zbMath1390.93859DBLPjournals/tac/Arapostathis17arXiv1605.03989OpenAlexW2372171849WikidataQ60167464 ScholiaQ60167464MaRDI QIDQ4566873

Aristotle Arapostathis

Publication date: 27 June 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.03989

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

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