Ergodic maximum principle for stochastic systems (Q2422351)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Ergodic maximum principle for stochastic systems
scientific article

    Statements

    Ergodic maximum principle for stochastic systems (English)
    0 references
    0 references
    0 references
    0 references
    19 June 2019
    0 references
    stochastic maximum principle
    0 references
    stochastic ergodic control problems
    0 references
    dissipative systems
    0 references
    backward stochastic differential equation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references