A note on controlled diffusions on line with time-averaged cost

DOI10.1016/S0167-6911(84)80044-4zbMath0534.93072OpenAlexW2059790583MaRDI QIDQ790787

Vivek S. Borkar

Publication date: 1984

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(84)80044-4

zbMATH Keywords

controlled diffusionscontrolled drifttime-averaged cost

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

Related Items

Corrections to ``Ergodic control problem for one-dimensional diffusions with near-monotone cost ⋮ The probabilistic structure of controlled diffusion processes ⋮ Ergodic control problem for one-dimensional diffusions with near-monotone cost

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