Large Time Behavior of Solutions to SemiLinear Equations with Quadratic Growth in the Gradient

DOI10.1137/13094311XzbMath1347.60089arXiv1307.5343MaRDI QIDQ2810056

Hao Xing, Scott Robertson

Publication date: 31 May 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.5343

zbMATH Keywords

backward stochastic differential equationssemilinear equationsrisk-sensitive controllarge time behaviorquadratic gradient growthergodic equationportfolio choice problems

Mathematics Subject Classification ID

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