Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large time asymptotic problems for optimal stochastic control with superlinear cost |
scientific article |
Statements
Large time asymptotic problems for optimal stochastic control with superlinear cost (English)
0 references
1 June 2012
0 references
stochastic control
0 references
large time behavior
0 references
Hamilton--Jacobi--Bellman equation
0 references
ergodic control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
