Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations (Q6138919)
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scientific article; zbMATH DE number 7789643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 7789643 |
Statements
Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations (English)
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16 January 2024
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coupling by reflection
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Hamilton-Jacobi equations
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stochastic control
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turnpike property
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