In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon, and even than for the version of infinite time horizon with discounting. In particular, the equation solution may be non-unique. This problem of non-uniqueness is researched in book of A. Arapostathis et al., 2012, for special models—near-monotone. The result received in the book is extended in the article to an important general case—models with restrictions in control which guarantee ergodicity of the process. Besides we correct the proofs from the book.
Automation and Remote Control – Springer Journals
Published: Aug 19, 2017
It’s your single place to instantly
discover and read the research
that matters to you.
Enjoy affordable access to
over 18 million articles from more than
15,000 peer-reviewed journals.
All for just $49/month
Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly
Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.
Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.
Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.
All the latest content is available, no embargo periods.
“Hi guys, I cannot tell you how much I love this resource. Incredible. I really believe you've hit the nail on the head with this site in regards to solving the research-purchase issue.”Daniel C.
“Whoa! It’s like Spotify but for academic articles.”@Phil_Robichaud
“I must say, @deepdyve is a fabulous solution to the independent researcher's problem of #access to #information.”@deepthiw
“My last article couldn't be possible without the platform @deepdyve that makes journal papers cheaper.”@JoseServera