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Exponential ergodicity and steady-state approximations for a class of markov processes under fast regime switching
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- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
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- 17 March 2021, pp. 1-29
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On the policy improvement algorithm for ergodic risk-sensitive control
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 151 / Issue 4 / August 2021
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- 02 September 2020, pp. 1305-1330
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- August 2021
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6 - Controlled Martingale Problems
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- Ergodic Control of Diffusion Processes
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7 - Degenerate Controlled Diffusions
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Appendix: Results from Second Order Elliptic Equations
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2 - Controlled Diffusions
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Frequently Used Notation
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Epilogue
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Ergodic Control of Diffusion Processes
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8 - Controlled Diffusions with Partial Observations
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Subject index
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Index of symbols
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Frontmatter
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Contents
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1 - Markov Processes and Ergodic Properties
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4 - Various Topics in Nondegenerate Diffusions
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3 - Nondegenerate Controlled Diffusions
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Preface
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5 - Controlled Switching Diffusions
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References
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