Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (Q2229560): Difference between revisions

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Latest revision as of 15:44, 24 July 2024

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Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
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    Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (English)
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    18 February 2021
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    controlled jump diffusions
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    ergodic Hamilton-Jacobi-Bellman (HJB) equation
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    stable Markov optimal control
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    pathwise optimality
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    approximate HJB equation
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    spatial truncation
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