Ergodic control of degenerate diffusions
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- Ergodic control of diffusion processes
- Controlled random degenerate diffusions under long-run average cost
- Control of diffusion processes in \(R^ d\) and Bellman equation with degeneration
- Ergodic Control of Partially Degenerate Diffusions in a Compact Domain
- scientific article; zbMATH DE number 1254182
Cites work
- A class of limit theorems for singular diffusions
- scientific article; zbMATH DE number 42423 (Why is no real title available?)
- On ergodic control of degenerate diffusions
- On extremal solutions to stochastic control problems
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Stability in distribution for a class of singular diffusions
- Time-average control of martingale problems: A linear programming formulation
- Time-average control of martingale problems: Existence of a stationary solution
Cited in
(38)- Control of diffusion processes in \(R^ d\) and Bellman equation with degeneration
- Control of diffusion processes in \(\mathbb R^N\)
- On Bellman equations in quadratic ergodic control with controller constraints
- Representation of asymptotic values for nonexpansive stochastic control systems
- Degenerate variance control in the one-dimensional stationary case
- On the smoothness of solutions of linear-quadratic regulator for degenerate diffusions
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
- Averaging and linear programming in some singularly perturbed problems of optimal control
- The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type
- scientific article; zbMATH DE number 4014592 (Why is no real title available?)
- Ergodic control of diffusion processes.
- Recurrence and transience of optimal feedback processes associated with Bellman equations of ergodic type
- A Constructive Approach to a Class of Ergodic HJB Equations with Unbounded and Nonsmooth Cost
- Existence of linear-quadratic regulator for degenerate diffusions
- Singular Perturbations in Ergodic Control of Diffusions
- scientific article; zbMATH DE number 3902533 (Why is no real title available?)
- scientific article; zbMATH DE number 4064892 (Why is no real title available?)
- Ergodic control problems on the whole Euclidean space and convergence of symmetric diffusions
- scientific article; zbMATH DE number 1254167 (Why is no real title available?)
- scientific article; zbMATH DE number 1254182 (Why is no real title available?)
- Controlled random degenerate diffusions under long-run average cost
- Ergodic Control of Partially Degenerate Diffusions in a Compact Domain
- Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations
- The value function in ergodic control of diffusion processes with partial observations
- On unique ergodicity for degenerate diffusions
- The ergodic problem for some subelliptic operators with unbounded coefficients
- Ergodic control of diffusion processes
- Stochastic optimal control and linear programming approach
- Ergodic control of diffusion processes
- Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses
- A stochastic differential game in the orthrant
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
- On convergence of occupational measures sets of a discrete-time stochastic control system, with applications to averaging of hybrid systems
- Existence of asymptotic values for nonexpansive stochastic control systems
- Ergodic control problem for one-dimensional diffusions with near-monotone cost
- Viscosity solution of linear regulator quadratic for degenerate diffusions
- Classical solutions of linear regulator for degenerate diffusions
- A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus
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