arXiv Open Access 2013

On the Non-Uniqueness of Solutions to the Average Cost HJB for Controlled Diffusions with Near-Monotone Costs

Ari Arapostathis

Lihat Sumber

Abstrak

We present a theorem for verification of optimality of controlled diffusions under the average cost criterion with near-monotone running cost, without invoking any blanket stability assumptions. The implications of this result to the policy iteration algorithm are also discussed.

Topik & Kata Kunci

eess.SY math.OC

Penulis (1)

Ari Arapostathis

Format Sitasi

APA MLA BibTeX

Arapostathis, A. (2013). On the Non-Uniqueness of Solutions to the Average Cost HJB for Controlled Diffusions with Near-Monotone Costs. https://arxiv.org/abs/1309.6307

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2013
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓