On Stochastic Ergodic Control in Infinite Dimensions

DOI10.1007/978-3-0348-0021-1_6zbMath1246.93125OpenAlexW326899896MaRDI QIDQ2904871

Bohdan Maslowski, Beniamin Goldys

Publication date: 24 August 2012

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0021-1_6

zbMATH Keywords

Hamilton-Jacobi equationstochastic ergodic controlstochastic semilinear equation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Ergodic maximum principle for stochastic systems

Cites Work

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• Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
• On the Control of Non-Terminating Diffusion Processes
• Stochastic Equations in Infinite Dimensions

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