The Eigenvalue Problem of Singular Ergodic Control

An Abelian Limit Approach to a Singular Ergodic Control Problem

We consider an ergodic stochastic control problem for a class of one-dimensional Itô processes where the available control is an added bounded variation process. The corresponding infinite horizon discounted control problem is solved in [28]. Here, we show that, as the discount factor approaches zero, the optimal strategies derived in [28] “converge” to an optimal strategy for the ergodic contr...

On the singular two-parameter eigenvalue problem

In the 1960s, Atkinson introduced an abstract algebraic setting for multiparameter eigenvalue problems. He showed that a nonsingular multiparameter eigenvalue problem is equivalent to the associated system of generalized eigenvalue problems. Many theoretical results and numerical methods for nonsingular multiparameter eigenvalue problems are based on this relation. In this paper, the above rela...

the problem of divine hiddenness

این رساله به مساله احتجاب الهی و مشکلات برهان مبتنی بر این مساله میپردازد. مساله احتجاب الهی مساله ای به قدمت ادیان است که به طور خاصی در مورد ادیان ابراهیمی اهمیت پیدا میکند. در ادیان ابراهیمی با توجه به تعالی خداوند و در عین حال خالقیت و حضور او و سخن گفتن و ارتباط شهودی او با بعضی از انسانهای ساکن زمین مساله ای پدید میاید با پرسشهایی از قبیل اینکه چرا ارتباط مستقیم ویا حداقل ارتباط وافی به ب...

Singular Perturbations in Ergodic Control of Diffusions

Ergodic control of a non-degenerate diffusion with two timescales is studied in the limiting case as the time-scale separation increases to infinity. It is shown that the limit problem is another ergodic control problem for the slow time-scale component alone with its dynamics averaged over the (controlled) invariant probability measures for the fast component. These measures in turn can be tre...

Singular ergodic control for multidimensional Gaussian processes