A note on general Tauberian-type results for controlled stochastic dynamics
From MaRDI portal
Publication:907971
DOI10.1214/ECP.V20-4142zbMath1347.60115MaRDI QIDQ907971
Publication date: 2 February 2016
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Diffusion processes (60J60) Random measures (60G57) Limit theorems in probability theory (60F99) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (2)
Limit value for optimal control with general means ⋮ Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls
This page was built for publication: A note on general Tauberian-type results for controlled stochastic dynamics
