Ergodic control of degenerate diffusions (Q3128354)

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Ergodic control of degenerate diffusions
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    title
    Ergodic control of degenerate diffusions (English)
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    author
    Vivek S. Borkar
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    Mrinal K. Ghosh
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    Gopal Krishna Basak
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    publication date
    16 April 1997
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    zbMATH DE Number
    1000376
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    zbMATH Keywords
    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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