Representation of asymptotic values for nonexpansive stochastic control systems
From MaRDI portal
Publication:1713473
DOI10.1016/j.spa.2018.03.015zbMath1405.60079arXiv1708.02335OpenAlexW2963159681WikidataQ129928575 ScholiaQ129928575MaRDI QIDQ1713473
Publication date: 25 January 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.02335
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On representation formulas for long run averaging optimal control problem
- Ergodic BSDEs under weak dissipative assumptions
- Adapted solution of a backward stochastic differential equation
- Existence of asymptotic values for nonexpansive stochastic control systems
- Ergodic BSDEs and related PDEs with Neumann boundary conditions
- Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations
- Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs
- Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
- Measurable viability theorems and the Hamilton-Jacobi-Bellman equation
- Backwards SDE with random terminal time and applications to semilinear elliptic PDE
- Ergodic problem for the Hamilton-Jacobi-Bellman equation. II
- The value function of singularly perturbed control systems
- Averaging of singularly perturbed controlled stochastic differential equations
- On the Existence of a Limit Value in Some Nonexpansive Optimal Control Problems
- Ergodic control of degenerate diffusions
- Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
- User’s guide to viscosity solutions of second order partial differential equations
- On ergodic stochastic control
- BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp>
- Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
- Set-valued analysis
- Existence and uniqueness for BSDE with stopping time
This page was built for publication: Representation of asymptotic values for nonexpansive stochastic control systems
