Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012902417619
Reference26 articles.
1. Stability Properties of Constrained Jump-Diffusion Processes
2. On Positive Recurrence of Constrained Diffusion Processes
3. Ergodic control of degenerate diffusions
4. Dynamic programming for ergodic control with partial observations
5. A topology for Markov controls
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