Small noise perturbations of stochastic ergodic control problems

Autor:	Kumar, K. Suresh, Desai, Vikrant
Rok vydání:	2024
Předmět:	Mathematics - Optimization and Control Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	Using small noise limit approach, we study degenerate stochastic ergodic control problems and as a byproduct obtain error bounds for the $\varepsilon$-optimal controls. We also establish tunneling for a special ergodic control problem and give a representation of the ergodic value using the tunneled Markov chain.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2405.00067 Zobrazit plný text záznamu View this record from Arxiv