Pages that link to "Item:Q424469"
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The following pages link to Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469):
Displayed 12 items.
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Liouville properties and critical value of fully nonlinear elliptic operators (Q305403) (← links)
- Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control (Q391379) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- Controlled equilibrium selection in stochastically perturbed dynamics (Q1800819) (← links)
- The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type (Q2349405) (← links)
- Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations (Q2397181) (← links)
- On unbounded solutions of ergodic problems for non-local Hamilton-Jacobi equations (Q2633306) (← links)
- On unbounded solutions of ergodic problems in ℝ<sup><i>m</i></sup>for viscous Hamilton–Jacobi equations (Q2955384) (← links)
- Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift (Q4644420) (← links)
- A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions'' (Q5266528) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)