Ergodic Risk Sensitive Control of Diffusions under a General Structural Hypothesis

MaRDI QIDQ7201370arXivFDO

Authors Sumith Reddy Anugu, Guodong Pang

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

PDEs in connection with control and optimization (35Q93) Diffusion processes (60J60) Optimal stochastic control (93E20)

arXiv classification

math.OC

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