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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A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians
scientific article; zbMATH DE number 7695670

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    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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