Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces (Q3566976)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces |
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Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces (English)
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10 June 2010
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stochastic optimal control
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backward stochastic differential equations
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ergodic control
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Hamilton-Jacobi-Bellman equation
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controlled stochastic partial differential equations
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