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International Journal of Control Volume 88, 2015 - Issue 5
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Original Articles

On the use of stochastic differential games against nature to ergodic control problems with unknown parameters

Héctor Jasso-FuentesDepartamento de Matemáticas, CINVESTAV–IPN, A. Postal 14-740, México D.F. 07000, Mexico
&
José Daniel López-BarrientosFacultad de Ciencias Actuariales, Universidad Anáhuac México Norte, Huixquilucan, Estado de México, MéxicoCorrespondence[email protected]
Pages 897-909 | Received 05 May 2014, Accepted 02 Nov 2014, Published online: 04 Dec 2014

Citations (4)

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Read on this site (1)

Hidekazu Yoshioka & Motoh Tsujimura. (2022) Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics. Optimization 71:11, pages 3383-3417.
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Articles from other publishers (3)

Beatris Adriana Escobedo-Trujillo, José Daniel López-Barrientos & Javier Garrido-Meléndez. (2021) A Constrained Markovian Diffusion Model for Controlling the Pollution Accumulation. Mathematics 9:13, pages 1466.
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J. Adolfo Minjárez-Sosa, Héctor Jasso-Fuentes & Carmen G. Higuera-Chan. (2016) Control systems of interacting objects modeled as a game against nature under a mean field approach. Journal of Dynamics and Games 4:1, pages 4-4.
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José Daniel López-Barrientos. (2014) Policy Iteration Algorithms for Zero-Sum Stochastic Differential Games with Long-Run Average Payoff Criteria. Journal of the Operations Research Society of China 2:4, pages 395-421.
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