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

Ari Arapostathis, Vivek S. Borkar, K. Suresh Kumar (2014)

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DOI: 10.1137/130912918

access: closed

type: Journal Article

metadata version: 2020-07-09

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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. Optim. 52(1): 1-31 (2014)

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