Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels (Q4632537)
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scientific article; zbMATH DE number 7049057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels |
scientific article; zbMATH DE number 7049057 |
Statements
Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels (English)
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30 April 2019
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controlled jump diffusions
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compound Poisson process
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Lévy process
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ergodic control
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Hamilton-Jacobi-Bellman equation
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