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Small noise perturbations of stochastic ergodic control problems
- Publication Year :
- 2024
-
Abstract
- 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.
- Subjects :
- Mathematics - Optimization and Control
Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2405.00067
- Document Type :
- Working Paper