scientific article; zbMATH DE number 4127948

MaRDI QIDQ4207277zbMATH OpenFDO

Authors F. Campillo, François Le Gland, Etienne Pardoux

Publication date 1989

zbMATH Keywords

degenerate nonlinear optimal stochastic controlergodic typefinite state, continuous time Markov chainsinvariant measureshock-absorber of a road vehicle

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Discrete approximations in optimal control (49M25) Optimal stochastic control (93E20)

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• On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions
• On the solvability of some ergodic control problems in \(\mathbb{R}^d\)
• Probability methods for approximations in stochastic control and for elliptic equations
• On weak solutions of highly degenerate SDEs

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