A variational characterization of the optimal exit rate for controlled diffusions
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Publication:4989954
DOI10.1090/tpms/1125zbMath1470.60221arXiv2002.05348OpenAlexW3143152619MaRDI QIDQ4989954
Vivek S. Borkar, Aristotle Arapostathis
Publication date: 27 May 2021
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.05348
Estimates of eigenvalues in context of PDEs (35P15) Optimal stochastic control (93E20) Diffusion processes (60J60) Large deviations (60F10)
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