A note on controlled diffusions with long finite horizon
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Cites work
- scientific article; zbMATH DE number 3505708 (Why is no real title available?)
- Ergodic Control of Multidimensional Diffusions I: The Existence Results
- Ergodic control of multidimensional diffusions. II: Adaptive control
- ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
- On optimality criteria for dynamic programs with long finite horizons
- Rates of Weak Convergence for the Multidimensional Central Limit Theorem
- The value function in ergodic control of diffusion processes with partial observations
Cited in
(4)- A pseudo-Markov property for controlled diffusion processes
- Controlled diffusion processes on infinite horizon with the overtaking criterion
- A remark on the attainable distributions of controlled diffusions
- Optimal controls for diffusion in R^ d- a min-max max-min formula for the minimal cost growth rate
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