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)

zbMATH Keywords

optimal stochastic controljump processdiffusive limit

Mathematics Subject Classification ID

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

This page was built for publication: Diffusive limit approximation of pure jump optimal ergodic control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7032101)