The following pages link to On ergodic stochastic control (Q4228070):
Displaying 16 items.
- Discontinuous Galerkin and <i>C</i><sup>0</sup>-IP finite element approximation of periodic Hamilton–Jacobi–Bellman–Isaacs problems with application to numerical homogenization (Q5066871) (← links)
- LP-related representations of Cesàro and Abel limits of optimal value functions (Q5077168) (← links)
- Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls (Q5130026) (← links)
- On almost periodic viscosity solutions to Hamilton-Jacobi equations (Q5131869) (← links)
- Asymptotics of values in dynamic games on large intervals (Q5204703) (← links)
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case (Q5232205) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
- Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games (Q5501219) (← links)
- Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses (Q5501223) (← links)
- Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces (Q6097694) (← links)
- On the vanishing discount approximation for compactly supported perturbations of periodic Hamiltonians: the 1d case (Q6116610) (← links)
- Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations (Q6138919) (← links)
- A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications (Q6140837) (← links)
- A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation (Q6148455) (← links)
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226) (← links)
- Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189) (← links)
