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"Ergodic Control for Constrained Diffusions: Characterization Using HJB ..."

Vivek S. Borkar, Amarjit Budhiraja (2004)

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DOI: 10.1137/S0363012902417619

access: closed

type: Journal Article

metadata version: 2020-07-09

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Vivek S. Borkar, Amarjit Budhiraja:
Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations. SIAM J. Control. Optim. 43(4): 1467-1492 (2004)

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