On ergodic control of stochastic evolution equations

DOI10.1080/07362999708809504zbMath0894.60056OpenAlexW2092416531MaRDI QIDQ4371839

T. Duncan, Łukasz Stettner, Bozenna Pasik-Duncan

Publication date: 31 August 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999708809504

zbMATH Keywords

transition semigroupcontrol problemstochastic evolution equationexistence of an optimal controlBorel measurable mappings

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (6)

A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ On Stochastic Ergodic Control in Infinite Dimensions ⋮ Adaptive control of continuous time stochastic systems ⋮ Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces ⋮ Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process ⋮ Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation

Cites Work

• The existence of optimal controls
• On a reliability problem by stochastic control methods
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Dynamic Programming Approach to Stochastic Evolution Equations
• On the Existence of Optimal Relaxed Controls of Stochastic Partial Differential Equations
• Invariant measures for semilinear stochastic equations
• Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
• On the Existence of Optimal controls of Hilbert Space-Valued Diffusions
• On probability distributions of solutions of semilinear stochastic evolution equations
• Optimal control of semilinear stochastic evolution equations
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