On Averaged Control and Iteration Improvement for a Class of Multidimensional Ergodic Diffusions
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Publisher
Springer Nature Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-97-0225-1_10
Reference25 articles.
1. Anulova, S.V., Mai, H., Veretennikov, A.Yu.: On averaged expected cost control as reliability for 1D ergodic diffusions. Reliab.: Theory Appl. 12(4) (47), 31–38 (2017)
2. Anulova, S.V., Mai, H., Veretennikov, A.Yu.: On iteration improvement for averaged expected cost control for one-dimensional ergodic diffusions. SIAM J. Control Optim. 58(4), 2312–2331 (2020). https://doi.org/10.1137/19M1271944. Preprint: https://arxiv.org/abs/1812.10665
3. Arapostathis, A.: On the policy iteration algorithm for nondegenerate controlled diffusions under the ergodic criterion. In: Optimization, Control, and Applications of Stochastic Systems. Systems and Control Foundations and Applications, pp. 1–12. Birkhäuser/Springer, New York (2012)
4. Arapostathis, A., Biswas, A., Carroll, J.: On solutions of mean field games with Ergodic cost. J. Math. Pures Appl. 107(2), 205–251 (2017). https://doi.org/10.1016/j.matpur.2016.06.004
5. Arapostathis, A., Biswas, A., Pradhan, S.: On the policy improvement algorithm for ergodic risk-sensitive control. Proc. R. Soc. Edinb. Section A Math. 151(4), 1305–1330 (2021). https://doi.org/10.1017/prm.2020.61
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