Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs - researchr publication

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Ari Arapostathis, Vivek S. Borkar, K. Suresh Kumar. Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs. SIAM J. Control and Optimization, 52(1):1-31, 2014. [doi]

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