Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E20: Optimal stochastic control

Related Items

Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems, Infinite horizon BSDEs under consistent nonlinear expectations, Representation of limit values for nonexpansive stochastic differential games

Cites Work

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