Ergodic control of switching diffusions

SIAM Journal on Control and Optimization

Volumn 35, Issue 6, 1997, Pages 1952-1988

  Ghosh, Mrinal K ^a   Arapostathis, Aristotle ^b   Marcus, Steven I ^c  

^a INDIAN INSTITUTE OF SCIENCE   (India)

^b The University of Texas at Austin   (United States)

^c UNIVERSITY OF MARYLAND   (United States)

Author keywords

Ergodicity; Hamilton Jacobi Bellman equations; Markov policy; Pathwise average cost; Switching diffusions

Indexed keywords

COMPUTATIONAL COMPLEXITY; CONTROL SYSTEM ANALYSIS; EQUATIONS OF MOTION; MARKOV PROCESSES; STATE ESTIMATION;

ERGODICITY; HAMILTON JACOBI BELLMAN EQUATIONS; PATHWISE AVERAGE COST; SWITCHING DIFFUSIONS;

OPTIMAL CONTROL SYSTEMS;

EID: 0031268696     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012996299302     Document Type: Article

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