Singular ergodic control for multidimensional Gaussian processes
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Cites work
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- Additive Control of Stochastic Linear Systems with Finite Horizon
- An Ergodic Control Problem for Reflected Diffusion with Jump
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- Average Optimal Singular Control and a Related Stopping Problem
- Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
- Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems
- Diffusion processes with boundary conditions
- Diffusion Processes with Reflection and Problems with a Directional Derivative on a Manifold with a Boundary
- Ergodic Control of Multidimensional Diffusions I: The Existence Results
- scientific article; zbMATH DE number 3837095 (Why is no real title available?)
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- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 193190 (Why is no real title available?)
- scientific article; zbMATH DE number 3583004 (Why is no real title available?)
- scientific article; zbMATH DE number 3342557 (Why is no real title available?)
- Long-term average cost control problems for continuous time Markov processes: A survey
- Monotone Control of a Damped Oscillator Under Random Perturbations
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Cited in
(12)- Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations
- On the solutions of the problem for a singular ergodic control
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case
- scientific article; zbMATH DE number 4121907 (Why is no real title available?)
- Optimal ergodic harvesting under ambiguity
- An eigenvalue problem for a fully nonlinear elliptic equation with gradient constraint
- The Eigenvalue Problem of Singular Ergodic Control
- Singular ergodic control for multidimensional Gaussian–Poisson processes
- Sequential entry and exit decisions with an ergodic performance criterion
- Singular stochastic control problems motivated by the optimal sustainable exploitation of an ecosystem
- A risk-sensitive ergodic singular stochastic control problem
- Ergodic mean field games of singular control with regime-switching
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