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dc.contributor.authorBensoussan, Alain
dc.contributor.authorBorkar, Vivek
dc.date.accessioned2014-05-20T14:50:45Z
dc.date.available2014-05-20T14:50:45Z
dc.date.issued1984
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/13352
dc.language.isoenen
dc.subjectErgodic controlen
dc.subjectNear-monotone costen
dc.subjectDynamic programmingen
dc.subjectBellman equationen
dc.subjectStable optimal Markov controlsen
dc.subject.ddc515en
dc.titleErgodic control problem for one-dimensional diffusions with near-monotone costen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThe existence and uniqueness of the solution to the Bellman equation for ergodic control of one-dimensional diffusions is established under a ‘near-monotonicity’ condition on the cost. Necessary and sufficient conditions for the optimality of a stable Markov control are given in terms of the same.en
dc.relation.isversionofjnlnameSystems & Control Letters
dc.relation.isversionofjnlvol5en
dc.relation.isversionofjnlissue2en
dc.relation.isversionofjnldate1984
dc.relation.isversionofjnlpages127-133en
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/0167-6911(84)90021-5en
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelAnalyseen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen


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