On Rényi information for ergodic diffusion processes
نویسندگان
چکیده
منابع مشابه
Ergodic control of diffusion processes
Results concerning existence and characterization of optimal controls for ergodic control of nondegenerate diffusion processes are described. Extensions to the general ‘controlled martingale problem’ are indicated, which cover in particular degenerate diffusions and some infinite dimensional problems. In conclusion, some related problems and open issues are discussed. Mathematics Subject Classi...
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ژورنال
عنوان ژورنال: Information Sciences
سال: 2009
ISSN: 0020-0255
DOI: 10.1016/j.ins.2008.09.016