On the Policy Iteration Algorithm for Nondegenerate Controlled Diffusions Under the Ergodic Criterion

DOI10.1007/978-0-8176-8337-5_1zbMath1374.93383OpenAlexW330571231WikidataQ60167490 ScholiaQ60167490MaRDI QIDQ4593597

Aristotle Arapostathis

Publication date: 22 November 2017

Published in: Systems & Control: Foundations & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-8337-5_1

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Markov and semi-Markov decision processes (90C40)

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