"An Ergodic Control Problem for Constrained Diffusion Processes: Existence ..."

Amarjit Budhiraja (2003)

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DOI: 10.1137/S0363012901379073

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type: Journal Article

metadata version: 2020-07-09

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Amarjit Budhiraja:
An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control. SIAM J. Control. Optim. 42(2): 532-558 (2003)

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