Borkar, Vivek S (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 |
|---|---|
| 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: | 10 Feb 2011 09:11 |
| URI: | http://eprints.iisc.ernet.in/id/eprint/35380 |
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