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

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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.