Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469)

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scientific article; zbMATH DE number 6040283
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Large time asymptotic problems for optimal stochastic control with superlinear cost
scientific article; zbMATH DE number 6040283

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    Large time asymptotic problems for optimal stochastic control with superlinear cost (English)
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    1 June 2012
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    stochastic control
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    large time behavior
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    Hamilton--Jacobi--Bellman equation
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    ergodic control
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