Borkar, V. S. (1993) Controlled diffusions with Constraints, II Journal of Mathematical Analysis and Applications, 176 (2). pp. 310-321. ISSN 0022-247X
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S00222...
Related URL: http://dx.doi.org/10.1006/jmaa.1993.1216
Abstract
We consider the ergodic control for a controlled nondegenerate diffusion when m other (m finite) ergodic costs are required to satisfy prescribed bounds. Under a condition on the cost functions that penalizes instability; the existence of an optimal stable Markov control is established by convex analytic arguments.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| ID Code: | 5286 |
| Deposited On: | 18 Oct 2010 08:29 |
| Last Modified: | 20 May 2011 09:37 |
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