Convergence of the Relative Value Iteration for the Ergodic...

SIAM Journal on Control and Optimization 2014 / 01 Vol. 52; Iss. 1

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

Arapostathis, Ari, Borkar, Vivek S., Kumar, K. Suresh
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Volume:
52
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/130912918
Date:
January, 2014
File:
PDF, 372 KB
english, 2014
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