Some New Results on Sample Path Optimality in Ergodic Control of Diffusions.

Ari Arapostathis

Published in: IEEE Trans. Autom. Control. (2017)

Keyphrases

sample path
markov chain
asymptotic analysis
serial inventory systems
control system
average reward
large deviations
markov process
optimal solution
control strategy
transition probabilities
control problems
steady state
optimal control
policy iteration
queueing systems
monte carlo
optimal policy