A note on controlled diffusions with long finite horizon
type: Item
instance of: scholarly article
title: A note on controlled diffusions with long finite horizon
zbMATH Open document ID: 0728.93067
DOI: 10.1016/0167-6911(91)90059-N
author: Mrinal K. Ghosh
author: Steven I. Marcus
published in: Systems \& Control Letters
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 60J99
zbMATH DE Number: 4204255
zbMATH Keywords: HJB equation
zbMATH Keywords: Controlled diffusion processes
zbMATH Keywords: Lyapunov stability condition
zbMATH Keywords: stable Markov control
MaRDI profile type: Publication
cites work: Rates of Weak Convergence for the Multidimensional Central Limit Theorem
cites work: The value function in ergodic control of diffusion processes with partial observations
cites work: Ergodic Control of Multidimensional Diffusions I: The Existence Results
cites work: Ergodic control of multidimensional diffusions. II: Adaptive control
cites work: Q4086303
cites work: On optimality criteria for dynamic programs with long finite horizons
cites work: ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
full work available at URL: 0167-6911(91)90059-n
OpenAlex ID: W2043835793
description: scientific article; zbMATH DE number 4204255