Small noise perturbations of stochastic ergodic control problems
Fuente:
arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866913336903335936 |
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| author | Kumar, K. Suresh Desai, Vikrant |
| author_facet | Kumar, K. Suresh Desai, Vikrant |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_00067 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Small noise perturbations of stochastic ergodic control problems Kumar, K. Suresh Desai, Vikrant Optimization and Control Probability 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. |
| title | Small noise perturbations of stochastic ergodic control problems |
| topic | Optimization and Control Probability |
| url | https://arxiv.org/abs/2405.00067 |