On Ergodic Control of Degenerate Diffusions

Borkar, VS (1995) On Ergodic Control of Degenerate Diffusions. In: Journal of Optimization Theory and Applications, 86 (1). pp. 251-261.

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Abstract

For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is established for various interesting classes of solutions.

Item Type:	Journal Article
Publication:	Journal of Optimization Theory and Applications
Publisher:	Springer
Additional Information:	Copyright of this article belongs to Springer.
Keywords:	Degenerate diffusions;Ergodic control;Optimal control;Markov control;Stationary solutions
Department/Centre:	Division of Electrical Sciences > Electrical Engineering
Date Deposited:	26 Mar 2007
Last Modified:	19 Sep 2010 04:35
URI:	http://eprints.iisc.ac.in/id/eprint/9894

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