Ergodic problem for optimal stochastic switching (Q2640865)

From MaRDI portal
Revision as of 20:23, 6 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Ergodic problem for optimal stochastic switching
scientific article

    Statements

    Ergodic problem for optimal stochastic switching (English)
    0 references
    0 references
    0 references
    0 references
    1990
    0 references
    0 references
    long run average cost
    0 references
    reflected diffusion processes
    0 references
    quasi-variational inequalities
    0 references
    Neumann boundary conditions
    0 references