An Abelian Limit Approach to a Singular Ergodic Control Problem
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Publication:5453583
DOI10.1137/050646998zbMath1330.93246MaRDI QIDQ5453583
Publication date: 3 April 2008
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/23b1d1ee5a2bfe92254b862016ecabc0eafd2879
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H20: Stochastic integral equations
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