Borkar, V. S. (1995) On ergodic control of degenerate diffusions Journal of Optimization Theory and Applications, 86 (1). pp. 251-261. ISSN 0022-3239
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Official URL: http://www.springerlink.com/content/u1461w52142514...
Related URL: http://dx.doi.org/10.1007/BF02193470
Abstract
For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is established for various interesting classes of solutions.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer. |
| Keywords: | Degenerate Diffusions; Ergodic Control; Optimal Control; Markov Control; Stationary Solutions |
| ID Code: | 81432 |
| Deposited On: | 06 Feb 2012 04:55 |
| Last Modified: | 06 Feb 2012 04:55 |
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