We consider the ergodic control for a controlled nondegenerate diffusion when m other (m finite) ergodic costs are required to satisfy prescribed bounds. Under a condition on the cost functions that penalizes instability; the existence of an optimal stable Markov control is established by convex analytic arguments
Recently in [8] an ergodic control problem for a class of di#usion processes, constrained to take va...
Recently in [A. Budhiraja, SIAM J. Control Optim., 42 (2003), pp. 532--558] an ergodic control probl...
Abstract. We consider the ergodic control of a Markov chain on a countable state space with a compac...
We consider the ergodic control for a controlled nondegenerate diffusion when m other (m finite) erg...
We consider the ergodic control for a controlled nondegenerate diffusion when m other (m finite) erg...
AbstractWe consider the ergodic control for a controlled nondegenerate diffusion when m other (m fin...
AbstractControlled diffusion problems with classical cost structures (ergodic, discounted, etc.) are...
Controlled diffusion problems with classical cost structures (ergodic, discounted, etc.) are conside...
We consider the ergodic control of a Markov chain on a countable state space with a compact action s...
The existence of optimal stable Markov relaxed controls for the ergodic control of multidimensional ...
Bibliography: p. 29-30.Supported in part by ARO Contract No. DAAG29-84-K-005 Supported in part by AR...
The existence and uniqueness of the solution to the Bellman equation for ergodic control of one-dime...
Existence of stable optimal Markov controls is established for a class of cost functions for control...
The problem of controlling a Markov chain on a countable state space with ergodic or `long run avera...
The problem of controlling a Markov chain on a countable state space with ergodic or ’long run avera...
Recently in [8] an ergodic control problem for a class of di#usion processes, constrained to take va...
Recently in [A. Budhiraja, SIAM J. Control Optim., 42 (2003), pp. 532--558] an ergodic control probl...
Abstract. We consider the ergodic control of a Markov chain on a countable state space with a compac...
We consider the ergodic control for a controlled nondegenerate diffusion when m other (m finite) erg...
We consider the ergodic control for a controlled nondegenerate diffusion when m other (m finite) erg...
AbstractWe consider the ergodic control for a controlled nondegenerate diffusion when m other (m fin...
AbstractControlled diffusion problems with classical cost structures (ergodic, discounted, etc.) are...
Controlled diffusion problems with classical cost structures (ergodic, discounted, etc.) are conside...
We consider the ergodic control of a Markov chain on a countable state space with a compact action s...
The existence of optimal stable Markov relaxed controls for the ergodic control of multidimensional ...
Bibliography: p. 29-30.Supported in part by ARO Contract No. DAAG29-84-K-005 Supported in part by AR...
The existence and uniqueness of the solution to the Bellman equation for ergodic control of one-dime...
Existence of stable optimal Markov controls is established for a class of cost functions for control...
The problem of controlling a Markov chain on a countable state space with ergodic or `long run avera...
The problem of controlling a Markov chain on a countable state space with ergodic or ’long run avera...
Recently in [8] an ergodic control problem for a class of di#usion processes, constrained to take va...
Recently in [A. Budhiraja, SIAM J. Control Optim., 42 (2003), pp. 532--558] an ergodic control probl...
Abstract. We consider the ergodic control of a Markov chain on a countable state space with a compac...
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