Ergodic control of degenerate diffusions (Q3128354): Difference between revisions

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+MaRDI publication profile
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+W1967281297
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+A class of limit theorems for singular diffusions
@@ Property / cites work: A class of limit theorems for singular diffusions / rank @@
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+Stability in distribution for a class of singular diffusions
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+Q3995082
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+On extremal solutions to stochastic control problems
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+On ergodic control of degenerate diffusions
@@ Property / cites work: On ergodic control of degenerate diffusions / rank @@
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+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
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+Time-average control of martingale problems: Existence of a stationary solution
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+Time-average control of martingale problems: A linear programming formulation
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