An Abelian Limit Approach to a Singular Ergodic Control Problem

DOI10.1137/050646998MaRDI QIDQ5453583zbMATH OpenOpenAlexFDO

Authors Ananda Weerasinghe

Publication date 3 April 2008

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/23b1d1ee5a2bfe92254b862016ecabc0eafd2879

zbMATH Keywords

diffusions with reflecting boundariesergodic controllocal-time processes

Mathematics Subject Classification ID

Stochastic integral equations (60H20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

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