On stochastic ergodic control in infinite dimensions

DOI10.1007/978-3-0348-0021-1_6MaRDI QIDQ2904871zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Hamilton-Jacobi equationstochastic ergodic controlstochastic semilinear equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Recommendations

• Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise
• scientific article; zbMATH DE number 1226413
• Ergodic Boundary/Point Control of Stochastic Semilinear Systems
• On ergodic control of stochastic evolution equations
• scientific article; zbMATH DE number 4057427

Cites work

• scientific article; zbMATH DE number 42423 (Why is no real title available?)
• scientific article; zbMATH DE number 55826 (Why is no real title available?)
• scientific article; zbMATH DE number 193190 (Why is no real title available?)
• scientific article; zbMATH DE number 696902 (Why is no real title available?)
• scientific article; zbMATH DE number 808278 (Why is no real title available?)
• Adaptive Control for Semilinear Stochastic Systems
• Ergodic BSDEs and optimal ergodic control in Banach spaces
• Ergodic Boundary/Point Control of Stochastic Semilinear Systems
• Ergodic Control of Multidimensional Diffusions I: The Existence Results
• Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
• Ergodicity for Infinite Dimensional Systems
• Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
• On ergodic control of stochastic evolution equations
• On the Control of Non-Terminating Diffusion Processes
• Regular solutions of second-order stationary Hamilton-Jacobi equations
• Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
• Stationary Hamilton-Jacobi equations in Hilbert spaces and applications to a stochastic optimal control problem
• Stochastic Equations in Infinite Dimensions

Cited in

(7)

• Intrinsic difficulties in stochastic control of unstable convolution operators on Z
• Ergodic maximum principle for stochastic systems
• Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights
• On the solvability of some ergodic control problems in \(\mathbb{R}^d\)
• Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise
• 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

This page was built for publication: On stochastic ergodic control in infinite dimensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2904871)