On the Solvability of Some Ergodic Control Problems in $\mathbb{R}^d$
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Publication:5244647
DOI10.1137/140953903zbMath1307.93451OpenAlexW2073415477MaRDI QIDQ5244647
Publication date: 27 March 2015
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/140953903
Hamilton-Jacobi-Bellman equationsergodic stochastic controllong time behavior of optimal feedback strategies
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) PDEs in connection with control and optimization (35Q93)
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