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

Borkar, Vivek S. (1984) A note on controlled diffusions on line with time-averaged cost Systems & Control Letters, 4 (1). pp. 1-4. ISSN 0167-6911

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Official URL: http://www.sciencedirect.com/science/article/pii/S...

Related URL: http://dx.doi.org/10.1016/S0167-6911(84)80044-4

Abstract

Existence of stable optimal Markov controls is established for a class of cost functions for controlled one-dimensional diffusions with time-averaged cost.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Controlled Diffusions; Existence Of Optimal Controls; Markov Controls; Time-averaged Cost; Invariant Probabilities
ID Code:81416
Deposited On:06 Feb 2012 04:27
Last Modified:06 Feb 2012 04:27

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