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Q4227218 - MaRDI portal

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scientific article; zbMATH DE number 1254182
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scientific article; zbMATH DE number 1254182

    Statements

    publication date
    29 September 1999
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    zbMATH Keywords
    stochastic control
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    optimal ergodic control
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    dynamic programming
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    Hamilton-Jacobi-Bellmanns equation
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    drift control
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    diffusion with jumps
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    existence and uniqueness
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    author
    José Luis Menaldi
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    Maurice Robin
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    Identifiers

    zbMATH DE Number
    1254182
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