On the Solvability of Some Ergodic Control Problems in $\mathbb{R}^d$

DOI10.1137/140953903zbMath1307.93451OpenAlexW2073415477MaRDI QIDQ5244647

Marco Cirant

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

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsergodic stochastic controllong time behavior of optimal feedback strategies

Mathematics Subject Classification ID

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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