Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations.

Vivek S. Borkar Amarjit Budhiraja

Published in: SIAM J. Control. Optim. (2004)

Keyphrases

optimal control
hamilton jacobi bellman
control problems
brownian motion
stochastic control
control system
neural network
steady state
control method
dynamic programming
markov chain
control strategy
differential equations
control law
stationary distribution
markov process