scientific article; zbMATH DE number 1254182
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Publication:4227218
zbMath0921.93040MaRDI QIDQ4227218
José Luis Menaldi, Maurice Robin
Publication date: 29 September 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dynamic programmingstochastic controlexistence and uniquenessdiffusion with jumpsdrift controlHamilton-Jacobi-Bellmanns equationoptimal ergodic control
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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Uniqueness for integro-PDE in Hilbert spaces ⋮ Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels ⋮ Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis ⋮ Risk-sensitive control for a class of diffusions with jumps
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