The Pradhan Mantri Gram Sadak Yojana (PMGSY) aims to improve connectivity in:

Rural areas
Urban centers
Border regions
Industrial zones

The correct answer is: a) Rural areas.

The Pradhan Mantri Gram Sadak Yojana (PMGSY) is a government of India scheme launched in 2000 to provide connectivity to rural areas. The scheme aims to provide all-weather roads to all villages with a population of 500 or more. The scheme has been successful in improving connectivity in rural areas and has helped to reduce poverty and improve the quality of life of rural people.

The other options are incorrect. Option b) is incorrect because the PMGSY does not aim to improve connectivity in urban centers. Option c) is incorrect because the PMGSY does not aim to improve connectivity in border regions. Option d) is incorrect because the PMGSY does not aim to improve connectivity in industrial zones.