Controlled Diffusions with Constraints, II
Data(s) |
01/07/1993
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Resumo |
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. |
Formato |
application/pdf |
Identificador |
http://eprints.iisc.ernet.in/35380/1/Controll.pdf Borkar, Vivek S (1993) Controlled Diffusions with Constraints, II. In: Journal of Mathematical Analysis and Applications, 176 (2). pp. 310-321. |
Publicador |
Elsevier Science |
Relação |
http://dx.doi.org/10.1006/jmaa.1993.1216 http://eprints.iisc.ernet.in/35380/ |
Palavras-Chave | #Electrical Engineering |
Tipo |
Journal Article PeerReviewed |