Small noise perturbations of stochastic ergodic control problems
Optimization and Control
2024-05-02 v1 Probability
Abstract
Using small noise limit approach, we study degenerate stochastic ergodic control problems and as a byproduct obtain error bounds for the -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.
Keywords
Cite
@article{arxiv.2405.00067,
title = {Small noise perturbations of stochastic ergodic control problems},
author = {K. Suresh Kumar and Vikrant Desai},
journal= {arXiv preprint arXiv:2405.00067},
year = {2024}
}