An Ergodic Control Problem for Reflected Diffusion with Jump (Q3780976)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An Ergodic Control Problem for Reflected Diffusion with Jump |
scientific article; zbMATH DE number 4041771
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An Ergodic Control Problem for Reflected Diffusion with Jump |
scientific article; zbMATH DE number 4041771 |
Statements
An Ergodic Control Problem for Reflected Diffusion with Jump (English)
0 references
1984
0 references
jump-diffusion process
0 references
Markov feedbacks
0 references
invariant measure
0 references
Hamilton- Jacobi-Bellman equation
0 references
discounted control
0 references
optimal stopping
0 references
impulse control
0 references
0.9308953881263732
0 references
0.9308953285217284
0 references
0.8377028703689575
0 references
