| 1 |
A CORRECTION TO "A RELATIVE VALUE ITERATION ALGORITHM FOR NONDEGENERATE CONTROLLED DIFFUSIONS"
Arapostathis A, Borkar VS
SIAM Journal on Control and Optimization, 55(3), 1711, 2017 |
| 2 |
On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
Jasso-Fuentes H, Lopez-Barrientos JD
International Journal of Control, 88(5), 897, 2015 |
| 3 |
CONVERGENCE OF THE RELATIVE VALUE ITERATION FOR THE ERGODIC CONTROL PROBLEM OF NONDEGENERATE DIFFUSIONS UNDER NEAR-MONOTONE COSTS
Arapostathis A, Borkar VS, Kumar KS
SIAM Journal on Control and Optimization, 52(1), 1, 2014 |
| 4 |
A RELATIVE VALUE ITERATION ALGORITHM FOR NONDEGENERATE CONTROLLED DIFFUSIONS
Arapostathis A, Borkar VS
SIAM Journal on Control and Optimization, 50(4), 1886, 2012 |
| 5 |
Risk Sensitive Control of Diffusions with Small Running Cost
Biswas A
Applied Mathematics and Optimization, 64(1), 1, 2011 |
| 6 |
UNIFORM RECURRENCE PROPERTIES OF CONTROLLED DIFFUSIONS AND APPLICATIONS TO OPTIMAL CONTROL
Arapostathis A, Borkar VS
SIAM Journal on Control and Optimization, 48(7), 4181, 2010 |
| 7 |
Characterizations of overtaking optimality for controlled diffusion processes
Jasso-Fuentes H, Hernandez-Lerma O
Applied Mathematics and Optimization, 57(3), 349, 2008 |
| 8 |
Nonzero sum stochastic differential games with discounted payoff criterion: An approximating Markov chain approach
Kumar KS
SIAM Journal on Control and Optimization, 47(1), 374, 2008 |
| 9 |
Singular perturbations in ergodic control of diffusions
Borkar VS, Gaitsgory V
SIAM Journal on Control and Optimization, 46(5), 1562, 2007 |
| 10 |
A two-factor stochastic production model with two time scales
Filar JA, Haurie A
Automatica, 37(10), 1505, 2001 |
