Ergodic control of degenerate diffusions (Q3128354): Difference between revisions

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Revision as of 19:06, 19 March 2024

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Ergodic control of degenerate diffusions
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    Ergodic control of degenerate diffusions (English)
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    16 April 1997
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    Hamilton-Jacobi-Bellman equation
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    ergodic control problem
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    degenerate diffusion
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    existence of optimal controls
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