On ergodic stochastic control
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 4034202 (Why is no real title available?)
- Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation
- Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions.
- Neumann type boundary conditions for Hamilton-Jacobi equations
- On Some Impulse Control Problems with Long Run Average Cost
- Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
- User’s guide to viscosity solutions of second order partial differential equations
- Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
Cited in
(76)- Tauberian theorem for value functions
- Representation of asymptotic values for nonexpansive stochastic control systems
- Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions.
- Large deviations and importance sampling for systems of slow-fast motion
- Ergodic behavior of control and mean field games problems depending on acceleration
- Lipschitz regularity results for nonlinear strictly elliptic equations and applications
- The ergodic limit for weak solutions of elliptic equations with Neumann boundary condition
- Long term average cost control problems without ergodicity
- Representation of limit values for nonexpansive stochastic differential games
- Stochastic homogenization of interfaces moving with changing sign velocity
- Multi-population mean field games systems with Neumann boundary conditions
- Some homogenization results for non-coercive Hamilton-Jacobi equations
- Linear programming formulation of long-run average optimal control problem
- Ergodic maximum principle for stochastic systems
- Multiscale problems and homogenization for second-order Hamilton-Jacobi equations
- On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
- Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications
- Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems
- An eikonal equation with vanishing Lagrangian arising in global optimization
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach
- Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control
- Liouville properties and critical value of fully nonlinear elliptic operators
- On ergodic problem for Hamilton-Jacobi-Isaacs equations
- On Differential Games with Long-Time-Average Cost
- Large deviations for multiscale diffusion via weak convergence methods
- Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations
- Viscosity methods for large deviations estimates of multiscale stochastic processes
- Ergodic BSDEs driven by G-Brownian motion and applications
- A uniform Tauberian theorem in dynamic games
- Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem
- On representation formulas for long run averaging optimal control problem
- On cell problems for Hamilton-Jacobi equations with non-coercive Hamiltonians and their application to homogenization problems
- Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions
- On the decay of viscosity solutions to Hamilton-Jacobi equations with almost periodic initial data
- Nonlinear elliptic systems and mean-field games
- The ergodic problem for some subelliptic operators with unbounded coefficients
- Quantitative stochastic homogenization of an unbounded front propagation problem
- Stochastic homogenization of a front propagation problem with unbounded velocity
- Discontinuous Galerkin and \(C^0\)-IP finite element approximation of periodic Hamilton-Jacobi-Bellman-Isaacs problems with application to numerical homogenization
- LP-related representations of Cesàro and Abel limits of optimal value functions
- Representation formulas for limit values of long run stochastic optimal controls
- On almost periodic viscosity solutions to Hamilton-Jacobi equations
- Asymptotics of values in dynamic games on large intervals
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities
- Some recent aspects of differential game theory
- Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
- Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses
- Ergodic BSDEs under weak dissipative assumptions
- Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces
- On the vanishing discount approximation for compactly supported perturbations of periodic Hamiltonians: the 1d case
- Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations
- A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications
- A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
- Large-time asymptotics for one-dimensional Dirichlet problems for Hamilton-Jacobi equations with noncoercive Hamiltonians
- Efficient drift parameter estimation for ergodic solutions of backward SDEs
- Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas
- Ergodic control of McKean-Vlasov systems on the Wasserstein space
- Ergodic stochastic maximum principle with Markov regime-switching
- Convex operator-theoretic methods in stochastic control
- Near-continuous time reinforcement learning for continuous state-action spaces
- Diffusive limit approximation of pure jump optimal ergodic control problems
- Asymptotic properties of non-coercive Hamiltonians with drift
- Homogenization for fully nonlinear parabolic equations
- Homogenization and enhancement for the \(G\)-equation
- Stochastic homogenization of HJ equations: a differential game approach
- Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
- Asymptotic behavior of the generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations with asymptotically radial data
- Existence of asymptotic values for nonexpansive stochastic control systems
- Ergodic BSDEs and related PDEs with Neumann boundary conditions
- Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime
- Gradient bounds for nonlinear degenerate parabolic equations and application to large time behavior of systems
- A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus
- The ``ergodic limit for a viscous Hamilton-Jacobi equation with Dirichlet conditions
- Ergodicity of Hamilton-Jacobi equations with a noncoercive nonconvex Hamiltonian in \(\mathbb R^2/\mathbb Z^2\)
This page was built for publication: On ergodic stochastic control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4228070)