Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (Q2229560): Difference between revisions
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Revision as of 06:21, 5 March 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)
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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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