Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise

DOI10.1051/COCV/2018056zbMath1437.60037arXiv1804.01752OpenAlexW2949006424WikidataQ129005401 ScholiaQ129005401MaRDI QIDQ5107915

Giuseppina Guatteri, Andrea Cosso, Gianmario Tessitore

Publication date: 29 April 2020

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.01752

zbMATH Keywords

ergodic controlBSDEsinfinite-dimensional SDEsrandomisation of the control method

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items (3)

Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization ⋮ Ergodic BSDEs with Multiplicative and Degenerate Noise ⋮ BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions

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