Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations (Q4652590)
From MaRDI portal
scientific article; zbMATH DE number 2139132
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations |
scientific article; zbMATH DE number 2139132 |
Statements
Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations (English)
0 references
28 February 2005
0 references
ergodic control
0 references
optimal Markov control
0 references
controlled reflected diffusions
0 references
constrained processes
0 references
HJB equation
0 references
viscosity solutions
0 references
domains with corners
0 references
oblique Neumann problem
0 references
pseudoatom
0 references
coupling
0 references
