Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations

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

Abstract

Abstract is missing.