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]
@article{ArapostathisBK14,
title = {Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs},
author = {Ari Arapostathis and Vivek S. Borkar and K. Suresh Kumar},
year = {2014},
doi = {10.1137/130912918},
url = {http://dx.doi.org/10.1137/130912918},
researchr = {https://researchr.org/publication/ArapostathisBK14},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {52},
number = {1},
pages = {1-31},
}