The Lagrange approach to ergodic control of diffusions with cost constraints
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Publication:4981852
DOI10.1080/02331934.2012.736992zbMath1308.93227OpenAlexW2032667561MaRDI QIDQ4981852
Armando Felipe Mendoza-Pérez, Héctor Jasso-Fuentes, Onésimo Hernández-Lerma
Publication date: 20 March 2015
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2012.736992
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Cites Work
- Markov control processes with pathwise constraints
- Characterizations of overtaking optimality for controlled diffusion processes
- Controlled diffusions with constraints
- A Liapounov bound for solutions of the Poisson equation
- Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal Control
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- On the Existence of Optimal Controls
- Constrained Average Cost Markov Control Processes in Borel Spaces
- Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
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