Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces
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Publication:3566976
DOI10.1137/07069849XzbMath1196.60106arXiv0707.4214MaRDI QIDQ3566976
Ying Hu, Marco Fuhrman, Gianmario Tessitore
Publication date: 10 June 2010
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0707.4214
Hamilton-Jacobi-Bellman equationstochastic optimal controlbackward stochastic differential equationsergodic controlcontrolled stochastic partial differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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