We study the ergodic control problem of degenerate diffusions on Rd Under a certain Liapunov type stability condition we establish the existence of an optimal control. We then study the correponding HJB equation and establish the existence of a unique viscosity solution in a certain class
AbstractWe consider the ergodic control for a controlled nondegenerate diffusion when m other (m fin...
We study a degenerate non linear optimal stochastic ontrol problem of ergodic type. We first prove t...
We study the ergodic control problem of switching diffusions representing a typical hybrid system th...
We study the ergodic control problem of degenerate diffusions on IR(d). Under a certain Liapunov typ...
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 the ergodic control problem of degenerate random diffusions representing a typical hybrid s...
We study an ergodic control problem of random singular diffusions. This is a typical hybrid system w...
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...
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...
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...
This paper is devoted to the study of the asymptotic behaviour of the value functions of both finite...
AbstractWe consider the ergodic control for a controlled nondegenerate diffusion when m other (m fin...
We study a degenerate non linear optimal stochastic ontrol problem of ergodic type. We first prove t...
We study the ergodic control problem of switching diffusions representing a typical hybrid system th...
We study the ergodic control problem of degenerate diffusions on IR(d). Under a certain Liapunov typ...
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 the ergodic control problem of degenerate random diffusions representing a typical hybrid s...
We study an ergodic control problem of random singular diffusions. This is a typical hybrid system w...
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...
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...
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...
This paper is devoted to the study of the asymptotic behaviour of the value functions of both finite...
AbstractWe consider the ergodic control for a controlled nondegenerate diffusion when m other (m fin...
We study a degenerate non linear optimal stochastic ontrol problem of ergodic type. We first prove t...
We study the ergodic control problem of switching diffusions representing a typical hybrid system th...
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