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Asymptotic Evolution of a Stochastic Control Problem - MaRDI portal

Asymptotic Evolution of a Stochastic Control Problem (Q3703777)

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English
Asymptotic Evolution of a Stochastic Control Problem
scientific article

    Statements

    title
    Asymptotic Evolution of a Stochastic Control Problem (English)
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    author
    R. Tarres
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    publication date
    1985
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    zbMATH Keywords
    ergodic stochastic control
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    discounted Hamilton-Jacobi-Bellman
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    equations
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    a priori estimates
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    Identifiers

    DOI
    10.1137/0323039
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    Mathematics Subject Classification ID
    93E20
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    49J55
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    49L20
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    35J65
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    zbMATH DE Number
    3928862
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    OpenAlex ID
    W2181216359
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