A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (Q6098453)
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scientific article; zbMATH DE number 7695670
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English | A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians |
scientific article; zbMATH DE number 7695670 |
Statements
A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (English)
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14 June 2023
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ergodic BSDE
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ergodic control
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superquadratic growth
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superquadratic Hamiltonian
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forward performance process
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