Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 49L20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6040283 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic control | |||
| Property / zbMATH Keywords: stochastic control / rank | |||
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large time behavior | |||
| Property / zbMATH Keywords: large time behavior / rank | |||
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Hamilton--Jacobi--Bellman equation | |||
| Property / zbMATH Keywords: Hamilton--Jacobi--Bellman equation / rank | |||
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ergodic control | |||
| Property / zbMATH Keywords: ergodic control / rank | |||
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Revision as of 22:26, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large time asymptotic problems for optimal stochastic control with superlinear cost |
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Large time asymptotic problems for optimal stochastic control with superlinear cost (English)
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1 June 2012
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stochastic control
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large time behavior
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Hamilton--Jacobi--Bellman equation
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ergodic control
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