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Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise - MaRDI portal

Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise (Q5107915)

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scientific article; zbMATH DE number 7194551
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English
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise
scientific article; zbMATH DE number 7194551

    Statements

    title
    Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise (English)
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    author
    Andrea Cosso
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    Giuseppina Guatteri
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    Gianmario Tessitore
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    publication date
    29 April 2020
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    zbMATH Keywords
    ergodic control
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    infinite-dimensional SDEs
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    BSDEs
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    randomisation of the control method
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    cites work
    Q3997507
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    Q4778955
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    Space-filling curves
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    Q4313775
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    Identifiers

    Mathematics Subject Classification ID
    60H15
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    60H30
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    37A50
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    zbMATH DE Number
    7194551
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    OpenAlex ID
    W2949006424
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    arXiv ID
    1804.01752
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    Wikidata QID
    Q129005401
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    DOI
    10.1051/COCV/2018056
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