Ergodic control problems on the whole Euclidean space and convergence of symmetric diffusions

DOI10.1515/FORM.1992.4.159MaRDI QIDQ3991009zbMATH OpenOpenAlexFDO

Authors Hideo Nagai

Publication date 28 June 1992

Published in Forum Mathematicum (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/141669

zbMATH Keywords

Ergodic control problemseigenvalue problems for Schrödinger operatorsoptimal diffusions

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Hamilton-Jacobi theories (49L99) Optimal stochastic control (93E20) Elliptic equations and elliptic systems (35J99)

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