The value function for ergodic control of a class of partially observed diffusions is shown to exist as the 'vanishing discount'limit of the value function for the discounted problem. A verification theorem giving sufficient conditions for optimality is derived in the framework of the 'martingale formulation'
We consider the ergodic control for a controlled nondegenerate diffusion when m other (m finite) erg...
The problem of controlling a partially observed diffusion process is studied when the cost structure...
For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is ...
The problem of minimizing the ergodic or time-averaged cost for a controlled diffusion with partial ...
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...
We study the ergodic control problem for jump diffusion processes over R<SUP>d</SUP>. Neither the ru...
Recently in [A. Budhiraja, SIAM J. Control Optim., 42 (2003), pp. 532--558] an ergodic control probl...
Recently in [8] an ergodic control problem for a class of di#usion processes, constrained to take va...
In (Stochastic Process. Appl. 103 (2003) 293), a pair of dynamic programming inequalities were deriv...
A partially observed stochastic system is described by a discrete time pair of Markov processes. The...
Optimal control with long run average cost functional of a partially observed Markov process is cons...
AbstractWe study the minimization of the long run average cost for a family of reflected diffusion p...
The ergodic or long-run average cost control problem for a partially observed finite-state Markov ch...
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...
The problem of controlling a partially observed diffusion process is studied when the cost structure...
For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is ...
The problem of minimizing the ergodic or time-averaged cost for a controlled diffusion with partial ...
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...
We study the ergodic control problem for jump diffusion processes over R<SUP>d</SUP>. Neither the ru...
Recently in [A. Budhiraja, SIAM J. Control Optim., 42 (2003), pp. 532--558] an ergodic control probl...
Recently in [8] an ergodic control problem for a class of di#usion processes, constrained to take va...
In (Stochastic Process. Appl. 103 (2003) 293), a pair of dynamic programming inequalities were deriv...
A partially observed stochastic system is described by a discrete time pair of Markov processes. The...
Optimal control with long run average cost functional of a partially observed Markov process is cons...
AbstractWe study the minimization of the long run average cost for a family of reflected diffusion p...
The ergodic or long-run average cost control problem for a partially observed finite-state Markov ch...
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...
The problem of controlling a partially observed diffusion process is studied when the cost structure...
For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is ...
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