Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs. Arapostathis, A., Borkar, V. S., & Kumar, K. S. SIAM J. Control and Optimization, 52(1):1-31, 2014.
Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs. [link]Link  Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs. [link]Paper  bibtex   
@article{journals/siamco/ArapostathisBK14,
  added-at = {2014-04-24T00:00:00.000+0200},
  author = {Arapostathis, Ari and Borkar, Vivek S. and Kumar, K. Suresh},
  biburl = {http://www.bibsonomy.org/bibtex/203a452a413bab97dd050b1eec7703162/dblp},
  ee = {http://dx.doi.org/10.1137/130912918},
  interhash = {7e682696b828ccc7ec574493d4cd8f2c},
  intrahash = {03a452a413bab97dd050b1eec7703162},
  journal = {SIAM J. Control and Optimization},
  keywords = {dblp},
  number = 1,
  pages = {1-31},
  timestamp = {2015-06-17T22:39:20.000+0200},
  title = {Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs.},
  url = {http://dblp.uni-trier.de/db/journals/siamco/siamco52.html#ArapostathisBK14},
  volume = 52,
  year = 2014
}

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