Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (Q2229560)
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scientific article; zbMATH DE number 7312346
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| English | Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis |
scientific article; zbMATH DE number 7312346 |
Statements
Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (English)
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18 February 2021
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controlled jump diffusions
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ergodic Hamilton-Jacobi-Bellman (HJB) equation
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stable Markov optimal control
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pathwise optimality
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approximate HJB equation
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spatial truncation
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0.8069158792495728
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0.8069158792495728
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0.8005943894386292
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0.7992318868637085
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