Semismooth Potentials of Stochastic Systems With Degenerate Diffusions

DOI10.1109/TAC.2018.2800528MaRDI QIDQ4562302zbMATH OpenOpenAlexFDO

Authors Xi-Ren Cao

Publication date 19 December 2018

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2018.2800528

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Diffusion processes (60J60) Optimal stochastic control (93E20)

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(3)

• Quasi-variational structure approach to systems with degenerate diffusions
• An overview for Markov decision processes in queues and networks
• Analytical and numerical solutions to ergodic control problems arising in environmental management

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