Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (Q2229560): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Created claim: Wikidata QID (P12): Q114130781, #quickstatements; #temporary_batch_1707252663060 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q114130781 / rank | |||
Normal rank | |||
Revision as of 02:38, 7 February 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
