Ergodic Control of Semilinear Stochastic Equations and the Hamilton–Jacobi Equation-Reference-Cited by-同舟云学术

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Ergodic Control of Semilinear Stochastic Equations and the Hamilton–Jacobi Equation

Published:1999-06 Issue:2 Volume:234 Page:592-631
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Goldys Beniamin,Maslowski Bohdan

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference27 articles.

1. Perturbation Methods in Optimal Control;Bensoussan,1988

2. On Bellman equations of ergodic control in Rn;Bensoussan;J. Reine Angew. Math.,1992

3. Optimal Control of Diffusion Processes;Borkar,1989

4. Ergodic control of multidimensional diffusion I: the existence results;Borkar;SIAM J. Control Optim.,1988

5. Second order Hamilton–Jacobi equations in infinite dimensions;Cannarsa;SIAM J. Control Optim.,1991

Cited by 17 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stochastic Systems Controlled by Vector Measures;Optimal Control of Dynamic Systems Driven by Vector Measures;2021

2. Ergodic BSDEs with Multiplicative and Degenerate Noise;SIAM Journal on Control and Optimization;2020-01

3. Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process;Discrete & Continuous Dynamical Systems - B;2020

4. Ergodic Control for Lévy-Driven Linear Stochastic Equations in Hilbert Spaces;Applied Mathematics & Optimization;2017-09-11

5. Ergodic Maximum Principle for Stochastic Systems;Applied Mathematics & Optimization;2017-09-06

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