Pages that link to "Item:Q424469"
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The following pages link to Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469):
Displaying 24 items.
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Liouville properties and critical value of fully nonlinear elliptic operators (Q305403) (← links)
- Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control (Q391379) (← links)
- Stochastic variational formula for fundamental solutions of parabolic PDE (Q1067195) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- Controlled equilibrium selection in stochastically perturbed dynamics (Q1800819) (← links)
- Phase transitions arising in stochastic ergodic control associated with viscous Hamilton-Jacobi equations with bounded inward drift (Q2022968) (← links)
- On ergodic control problem for viscous Hamilton-Jacobi equations for weakly coupled elliptic systems (Q2074444) (← links)
- Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift (Q2131382) (← links)
- The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type (Q2349405) (← links)
- Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations (Q2397181) (← links)
- On unbounded solutions of ergodic problems for non-local Hamilton-Jacobi equations (Q2633306) (← links)
- On unbounded solutions of ergodic problems in ℝ<sup><i>m</i></sup>for viscous Hamilton–Jacobi equations (Q2955384) (← links)
- Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift (Q4644420) (← links)
- A variational characterization of the optimal exit rate for controlled diffusions (Q4989954) (← links)
- Large-time behavior of unbounded solutions of viscous Hamilton-Jacobi equations in RN (Q4994925) (← links)
- Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control (Q5113902) (← links)
- On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient (Q5239048) (← links)
- A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions'' (Q5266528) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
- Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations (Q6138919) (← links)
- A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation (Q6148455) (← links)
- Nonlocal ergodic control problem in \(\mathbb{R}^d\) (Q6624734) (← links)