The Lagrange approach to ergodic control of diffusions with cost constraints (Q4981852)

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scientific article; zbMATH DE number 6417945
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    The Lagrange approach to ergodic control of diffusions with cost constraints
    scientific article; zbMATH DE number 6417945

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      The Lagrange approach to ergodic control of diffusions with cost constraints (English)
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      20 March 2015
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      controlled diffusions
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      ergodic control
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      constrained control problems
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