Diffusive limit approximation of pure jump optimal ergodic control problems

DOI10.1016/J.SPA.2024.104536MaRDI QIDQ7032101zbMATH OpenFDO

Authors Marc Abeille, Bruno Bouchard, Lorenzo Croissant

Publication date 5 February 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2024.104536

zbMATH Keywords

diffusive limitjump processoptimal stochastic control

Mathematics Subject Classification ID

Diffusion processes (60J60) Jump processes on discrete state spaces (60J74) Optimal stochastic control (93E20)

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