Ergodic control of multidimensional diffusions 1: the existence results

Authors:
Vivek S. Borkar;Mrinal K. Ghosh
Affiliations:
-;-
Venue:
SIAM Journal on Control and Optimization
Year:
1988

Citing 0
Cited 3

Optimal buffer size for a stochastic processing network in heavy traffic

Queueing Systems: Theory and Applications
Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal Control

SIAM Journal on Control and Optimization
Survey paper: A partial history of the early development of continuous-time nonlinear stochastic systems theory

Automatica (Journal of IFAC)

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Abstract