A Constructive Approach to a Class of Ergodic HJB Equations with Unbounded and Nonsmooth Cost
DOI10.1137/070698634zbMATH Open1179.47039OpenAlexW2157166804MaRDI QIDQ3399258FDOQ3399258
Authors: Patrick Cattiaux, Paolo Dai Pra, Sylvie Rœlly 
Publication date: 29 September 2009
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2fe3dd3df775908f05b054eaa662775501ad5e44
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- Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes
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- Ergodic control in \(L^\infty\)
- Exponential ergodicity for a class of non-Markovian stochastic processes
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