论文信息 - Ergodic control of degenerate diffusions

Ergodic control of degenerate diffusions

We study the ergodic control problem of degenerate diffusions on RdUnder a certain Liapunov type stability condition we establish the existence of an optimal control. We then study the correponding HJB equation and establish the existence of a unique viscosity solution in a certain class

Gopal K. Basak | M. K. Ghosh | V. S. Borkar

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