Approximation of a stochastic ergodic control problem

New Trends in Nonlinear Control Theory - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043045 ◽

1989 ◽

pp. 377-395 ◽

Cited By ~ 2

Author(s):

Fabien Campillo ◽

François Le Gland ◽

Etienne Pardoux

Keyword(s):

Control Problem ◽

Ergodic Control

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Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs

SIAM Journal on Control and Optimization ◽

10.1137/130912918 ◽

2014 ◽

Vol 52 (1) ◽

pp. 1-31 ◽

Cited By ~ 5

Author(s):

Ari Arapostathis ◽

Vivek S. Borkar ◽

K. Suresh Kumar

Keyword(s):

Control Problem ◽

Value Iteration ◽

Ergodic Control ◽

Relative Value

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Corrections to “Ergodic control problem for one-dimensional diffusions with near-monotone cost”

Systems & Control Letters ◽

10.1016/0167-6911(86)90120-9 ◽

1986 ◽

Vol 7 (3) ◽

pp. 233-235 ◽

Cited By ~ 2

Author(s):

A. Bensoussan ◽

V. Borkar

Keyword(s):

Control Problem ◽

Ergodic Control ◽

One Dimensional

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An Ergodic Control Problem for Reflected Diffusion with Jump

IMA Journal of Mathematical Control and Information ◽

10.1093/imamci/1.4.309 ◽

1984 ◽

Vol 1 (4) ◽

pp. 309-322 ◽

Cited By ~ 14

Author(s):

JOSÉ LUIS MENALDI ◽

MAURICE ROBIN

Keyword(s):

Control Problem ◽

Ergodic Control ◽

Reflected Diffusion

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A One-Dimensional Ratio Ergodic Control Problem

Control of Distributed Parameter and Stochastic Systems - IFIP Advances in Information and Communication Technology ◽

10.1007/978-0-387-35359-3_25 ◽

1999 ◽

pp. 207-214

Author(s):

Yasuhiro Fujita

Keyword(s):

Control Problem ◽

Ergodic Control ◽

One Dimensional

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An ergodic control problem arising from the principal eigenfunction of an elliptic operator

Journal of the Mathematical Society of Japan ◽

10.2969/jmsj/04310049 ◽

1991 ◽

Vol 43 (1) ◽

pp. 49-65 ◽

Cited By ~ 14

Author(s):

Alain BENSOUSSAN ◽

Hideo NAGAI

Keyword(s):

Control Problem ◽

Elliptic Operator ◽

Ergodic Control

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An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control

SIAM Journal on Control and Optimization ◽

10.1137/s0363012901379073 ◽

2003 ◽

Vol 42 (2) ◽

pp. 532-558 ◽

Cited By ~ 9

Author(s):

Amarjit Budhiraja

Keyword(s):

Control Problem ◽

Diffusion Processes ◽

Ergodic Control ◽

Markov Control

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A Simple Proof of the Theorem Concerning Optimality in a One-Dimensional Ergodic Control Problem

Applied Mathematics & Optimization ◽

10.1007/s002459911001 ◽

2000 ◽

Vol 41 (1) ◽

pp. 1-7

Author(s):

Y. Fujita

Keyword(s):

Control Problem ◽

Simple Proof ◽

Ergodic Control ◽

One Dimensional

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An Abelian Limit Approach to a Singular Ergodic Control Problem

SIAM Journal on Control and Optimization ◽

10.1137/050646998 ◽

2007 ◽

Vol 46 (2) ◽

pp. 714-737 ◽

Cited By ~ 4

Author(s):

Ananda Weerasinghe

Keyword(s):

Control Problem ◽

Ergodic Control

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Ergodic control problem for one-dimensional diffusions with near-monotone cost

Systems & Control Letters ◽

10.1016/0167-6911(84)90021-5 ◽

1984 ◽

Vol 5 (2) ◽

pp. 127-133 ◽

Cited By ~ 4

Author(s):

A. Bensoussan ◽

V. Borkar

Keyword(s):

Control Problem ◽

Ergodic Control ◽

One Dimensional

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An Ergodic Control Problem for Many-Server Multiclass Queueing Systems with Cross-Trained Servers

Stochastic Systems ◽

10.1287/stsy.2017.0002 ◽

2017 ◽

Vol 7 (2) ◽

pp. 264-288 ◽

Cited By ~ 2

Author(s):

Anup Biswas

Keyword(s):

Control Problem ◽

Queueing Systems ◽

Ergodic Control ◽

Multiclass Queueing

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