Switching diffusion approximations for optimal power management in parallel processing systems

A numerical method for ergodic optimal control of switching diffusions with reflection

SC Leite, MD Fragoso - European Journal of Control, 2024 - Elsevier
The ergodic or long run average cost control problem for diffusions is one of the classical
problems of stochastic control that still eludes a completely satisfactory treatment. This is …
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Numerical method for ergodic optimal control problems of switching stochastic differential equations with reflection

SC Leite, MD Fragoso - 2020 59th IEEE conference on decision …, 2020 - ieeexplore.ieee.org
The ergodic or long run average cost control problem for diffusions is one of the few
classical problems of stochastic control that still eludes a completely satisfactory treatment …
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