On stochastic ergodic control in infinite dimensions
DOI10.1007/978-3-0348-0021-1_6zbMATH Open1246.93125OpenAlexW326899896MaRDI QIDQ2904871FDOQ2904871
Authors: B. Goldys, B. Maslowski 
Publication date: 24 August 2012
Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-0348-0021-1_6
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
Cites Work
- Stochastic Equations in Infinite Dimensions
- Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
- Ergodic BSDEs and optimal ergodic control in Banach spaces
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- Ergodicity for Infinite Dimensional Systems
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- Ergodic Control of Multidimensional Diffusions I: The Existence Results
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- Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
- Ergodic Boundary/Point Control of Stochastic Semilinear Systems
- Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
- Regular solutions of second-order stationary Hamilton-Jacobi equations
- Stationary Hamilton-Jacobi equations in Hilbert spaces and applications to a stochastic optimal control problem
- Adaptive Control for Semilinear Stochastic Systems
- On ergodic control of stochastic evolution equations
- On the Control of Non-Terminating Diffusion Processes
Cited In (4)
- Ergodic maximum principle for stochastic systems
- Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations
- Some approaches to ergodic and adaptive control of stochastic semilinear systems
- Intrinsic difficulties in stochastic control of unstable convolution operators on Z
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