Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces

DOI10.1007/s00245-017-9447-8zbMath1427.60127OpenAlexW2755575177MaRDI QIDQ2422350

Bohdan Maslowski, Karel Kadlec

Publication date: 19 June 2019

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-017-9447-8

zbMATH Keywords

ergodic controlcontrolled Lévy driven equationsLévy-driven SPDEs

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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