Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations
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Publication:6138919
DOI10.1214/22-aap1927arXiv2206.04009OpenAlexW4389342210MaRDI QIDQ6138919
Publication date: 16 January 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.04009
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic behavior of solutions to PDEs (35B40) Optimal stochastic control (93E20) Diffusion processes (60J60)
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