Optimal controls for diffusion in \(R^ d\)- a min-max max-min formula for the minimal cost growth rate
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Publication:913229
DOI10.1016/0022-247X(90)90294-PzbMath0699.49020MaRDI QIDQ913229
Publication date: 1990
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
long-run average costinfinite horizon optimal controlinfinite horizon H.J.B. equationminimal cost growth rateovertaking optimality criterion
Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)
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