In this paper, we solve the general ergodic control problem for reflected diffusion processes and the associated quasi-variational inequalities. Our method relies on some a priori estimates for the solutions of quasi-variational inequalities where the “discount factor” (i.e., the zero order term) is set to 0
Recently in [8] an ergodic control problem for a class of di#usion processes, constrained to take va...
The problem of ergodic control of a reflecting diffusion in a compact domain is analysed under the c...
The problem of ergodic control of a reflecting diffusion in a compact domain is analysed under the c...
AbstractWe study the minimization of the long run average cost for a family of reflected diffusion p...
We analyze the asymptotic behavior for a system of fully nonlinear parabolic and elliptic quasi-vari...
to appear in SIAM Journal on Control and OptimizationWe analyze the asymptotic behavior for a system...
We study the ergodic control problem for jump diffusion processes over R<SUP>d</SUP>. Neither the ru...
For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is ...
For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is ...
We study degenerate-elliptic quasi-variational inequalities with Dirichlet boundary condition, which...
Recently in [A. Budhiraja, SIAM J. Control Optim., 42 (2003), pp. 532--558] an ergodic control probl...
Abstract. This paper deals with the convergence of the standard finite element approximation of elli...
AbstractGeneral theorems for existence and uniqueness of viscosity solutions for Hamilton–Jacobi–Bel...
We study the ergodic control problem of degenerate diffusions on IR(d). Under a certain Liapunov typ...
Recently in [8] an ergodic control problem for a class of di#usion processes, constrained to take va...
The problem of ergodic control of a reflecting diffusion in a compact domain is analysed under the c...
The problem of ergodic control of a reflecting diffusion in a compact domain is analysed under the c...
AbstractWe study the minimization of the long run average cost for a family of reflected diffusion p...
We analyze the asymptotic behavior for a system of fully nonlinear parabolic and elliptic quasi-vari...
to appear in SIAM Journal on Control and OptimizationWe analyze the asymptotic behavior for a system...
We study the ergodic control problem for jump diffusion processes over R<SUP>d</SUP>. Neither the ru...
For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is ...
For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is ...
We study degenerate-elliptic quasi-variational inequalities with Dirichlet boundary condition, which...
Recently in [A. Budhiraja, SIAM J. Control Optim., 42 (2003), pp. 532--558] an ergodic control probl...
Abstract. This paper deals with the convergence of the standard finite element approximation of elli...
AbstractGeneral theorems for existence and uniqueness of viscosity solutions for Hamilton–Jacobi–Bel...
We study the ergodic control problem of degenerate diffusions on IR(d). Under a certain Liapunov typ...
Recently in [8] an ergodic control problem for a class of di#usion processes, constrained to take va...
The problem of ergodic control of a reflecting diffusion in a compact domain is analysed under the c...
The problem of ergodic control of a reflecting diffusion in a compact domain is analysed under the c...