Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (Q2229560): Difference between revisions
From MaRDI portal
Latest revision as of 14:44, 24 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis |
scientific article |
Statements
Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (English)
0 references
18 February 2021
0 references
controlled jump diffusions
0 references
ergodic Hamilton-Jacobi-Bellman (HJB) equation
0 references
stable Markov optimal control
0 references
pathwise optimality
0 references
approximate HJB equation
0 references
spatial truncation
0 references
0 references
0 references
0 references
0 references