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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