Controlled random degenerate diffusions under long-run average cost (Q4354635)
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scientific article; zbMATH DE number 1061915
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlled random degenerate diffusions under long-run average cost |
scientific article; zbMATH DE number 1061915 |
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Controlled random degenerate diffusions under long-run average cost (English)
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17 September 1997
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Markov chain
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random diffusions
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optimal control
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HJB equation
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viscosity solution
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