Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria-Reference-Cited by-同舟云学术

Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria

Published:2024-01-01 Issue:none Volume:29 Page:
ISSN:1083-6489
Container-title:Electronic Journal of Probability
language:
Short-container-title:Electron. J. Probab.

Author:

Pradhan Somnath¹,Yüksel Serdar¹

Affiliation:

1. Department of Mathematics and Statistics, Queen’s University, Kingston, ON, Canada

Publisher

Institute of Mathematical Statistics

Reference49 articles.

1. R. M. Dudley, Real analysis and probability, Cambridge University Press, Cambridge, 2002.

2. R. A. Adams, Sobolev spaces, Academic Press, New York, 1975.

3. A. Arapostathis, On the policy iteration algorithm for nondegenerate controlled diffusions under the ergodic criterion, in Optimization, control, and applications of stochastic systems, 1–20, Systems Control Found. Appl., pp. 1–12, Birkhäuser/Springer, New York, 2012.

4. A. Arapostathis, On the non-uniqueness of solutions to the average cost HJB for controlled diffusions with near-monotone costs, CoRR abs/1309.6307 (2013), 55–62.

5. A. Arapostathis and V. S. Borkar, Uniform recurrence properties of controlled diffusions and applications to optimal control, SIAM Journal on Control and Optimization 48 (2010), no. 7, 4181–4223.

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