On ergodic control of stochastic evolution equations

DOI10.1080/07362999708809504MaRDI QIDQ4371839zbMATH OpenOpenAlexFDO

Authors T. Duncan, B. Pasik-Duncan, Łukasz Stettner

Publication date 31 August 1998

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999708809504

zbMATH Keywords

stochastic evolution equationcontrol problemtransition semigroupexistence of an optimal controlBorel measurable mappings

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• scientific article; zbMATH DE number 503106 (Why is no real title available?)
• scientific article; zbMATH DE number 3289807 (Why is no real title available?)
• scientific article; zbMATH DE number 3400017 (Why is no real title available?)
• Dynamic Programming Approach to Stochastic Evolution Equations
• Invariant measures for semilinear stochastic equations
• On a reliability problem by stochastic control methods
• On probability distributions of solutions of semilinear stochastic evolution equations
• On the Existence of Optimal Relaxed Controls of Stochastic Partial Differential Equations
• On the Existence of Optimal controls of Hilbert Space-Valued Diffusions
• Optimal control of semilinear stochastic evolution equations
• Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• The existence of optimal controls

Cited in

(12)

• scientific article; zbMATH DE number 4078419 (Why is no real title available?)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• On stochastic ergodic control in infinite dimensions
• Ergodic Boundary/Point Control of Stochastic Semilinear Systems
• scientific article; zbMATH DE number 6131607 (Why is no real title available?)
• Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
• Adaptive control of continuous time stochastic systems
• Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
• Stochastic control for a class of random evolution models
• Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces
• Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process
• Ergodic Control Of Stochastic Differential Systems With Controller Constraints

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