On the use of stochastic differential games against nature to ergodic control problems with unknown parameters

DOI10.1080/00207179.2014.984764zbMath1316.93123OpenAlexW2074379962MaRDI QIDQ5266180

Héctor Jasso-Fuentes, José Daniel López-Barrientos

Publication date: 30 July 2015

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2014.984764

zbMATH Keywords

games against naturecontrolled diffusions with unknown parametersergodic pay-off criterion

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Dynamic games (91A25)

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