The Eigenvalue Problem of Singular Ergodic Control

DOI10.1002/cpa.21383zbMath1244.93088arXiv1102.1110OpenAlexW2007374447MaRDI QIDQ5388216

Ryan Hynd

Publication date: 18 April 2012

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.1110

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Wave equation (35L05)

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Cites Work

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• User’s guide to viscosity solutions of second order partial differential equations
• Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem
• Optimal Policies forn-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control
• Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations

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