Borkar, VS (1993) Controlled Diffusions with Constraints, II. In: Journal of Mathematical Analysis and Applications, 176 (2). pp. 310-321.
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Official URL: http://dx.doi.org/10.1006/jmaa.1993.1216
Abstract
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.
Item Type: | Journal Article |
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Publication: | Journal of Mathematical Analysis and Applications |
Publisher: | Elsevier Science |
Additional Information: | Copyright of this article belongs to Elsevier Science. |
Department/Centre: | Division of Electrical Sciences > Electrical Engineering |
Date Deposited: | 10 Feb 2011 09:11 |
Last Modified: | 27 Feb 2019 10:27 |
URI: | http://eprints.iisc.ac.in/id/eprint/35380 |
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