An Abelian Limit Approach to a Singular Ergodic Control Problem

DOI10.1137/050646998zbMath1330.93246OpenAlexW2030749430MaRDI QIDQ5453583

Ananda P. N. Weerasinghe

Publication date: 3 April 2008

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/23b1d1ee5a2bfe92254b862016ecabc0eafd2879

zbMATH Keywords

ergodic controllocal-time processesdiffusions with reflecting boundaries

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

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