Ergodic control problem for one-dimensional diffusions with near-monotone cost
- 30 November 1984
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 5 (2) , 127-133
- https://doi.org/10.1016/0167-6911(84)90021-5
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A note on controlled diffusions on line with time-averaged costSystems & Control Letters, 1984
- Long-term average cost control problems for continuous time Markov processes: A surveyActa Applicandae Mathematicae, 1983
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFTMathematics of the USSR-Sbornik, 1974
- Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision ProblemsSIAM Journal on Control, 1970