Large time asymptotic problems for optimal stochastic control with superlinear cost
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Publication:424469
DOI10.1016/j.spa.2011.12.005zbMath1243.93132OpenAlexW2072444746MaRDI QIDQ424469
Publication date: 1 June 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.12.005
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Diffusion processes (60J60)
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