The Lagrange approach to ergodic control of diffusions with cost constraints

Publisher： Taylor & Francis Ltd

E-ISSN： 1029-4945|64|2|179-196

ISSN： 0233-1934

Source： Optimization, Vol.64, Iss.2, 2015-02, pp. : 179-196

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Ergodic Control of Partially Degenerate Diffusions in a Compact Domain

By Borkar Vivek S.  

Stochastics and Stochastics Reports, Vol. 75, Iss. 4, 2003-07 ,pp. : 221-231

Taylor & Francis Ltd

Access to resources Recommend Favorite

An Euler–Lagrange Inclusion for Optimal Control Problems with State Constraints

By de Pinho M.D.R.  

Journal of Dynamical and Control Systems, Vol. 8, Iss. 1, 2002-01 ,pp. : 23-45

Springer Publishing Company

Access to resources Recommend Favorite

Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions

By Kessler M.   Rahbek A.  

Statistical Inference for Stochastic Processes, Vol. 7, Iss. 2, 2004-01 ,pp. : 137-151

Springer Publishing Company

Access to resources Recommend Favorite

Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case

By Dalalyan Arnak   Reiß Markus  

Probability Theory and Related Fields, Vol. 137, Iss. 1-2, 2007-01 ,pp. : 25-47

Springer Publishing Company

Access to resources Recommend Favorite

Optimal feedback control for dynamic systems with state constraints: An exact penalty approach

By Lin Qun   Loxton Ryan   Teo Kok   Wu Yong  

Optimization Letters, Vol. 8, Iss. 4, 2014-04 ,pp. : 1535-1551

Springer Publishing Company

Access to resources Recommend Favorite