Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469)
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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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