Ergodic Control of Partially Degenerate Diffusions in a Compact Domain (Q4440447)
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scientific article; zbMATH DE number 2019652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic Control of Partially Degenerate Diffusions in a Compact Domain |
scientific article; zbMATH DE number 2019652 |
Statements
Ergodic Control of Partially Degenerate Diffusions in a Compact Domain (English)
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18 December 2003
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controlled diffusion
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ergodic control
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dynamic programming principle
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optimal control
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discrete approximation
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partial degeneracy
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martingale dynamic principle
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value function
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