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On ergodic stochastic control
2 references·13 citing·39 second hop
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this work references cited by second hop

References

  • 1983Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application218 cited
  • 1983Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations, Part I161 cited

Cited by

  • 2012Long time average of mean field games145 cited
  • 2014Multi-population Mean Field Games systems with Neumann boundary conditions103 cited
  • 2010Some Recent Aspects of Differential Game Theory94 cited
  • 2009Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces67 cited
  • 2010Ergodic BSDEs under weak dissipative assumptions62 cited
  • 20162 LARGE DEVIATIONS AND IMPORTANCE SAMPLING FOR SYSTEMS OF SLOW-FAST MOTION43 cited
  • 2012Large Deviations and Importance Sampling for Systems of Slow-Fast Motion42 cited
  • 2007Ergodic Problems in Differential Games36 cited
  • 2016Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach33 cited
  • 2010Convergence by Viscosity Methods in Multiscale Financial Models with Stochastic Volatility33 cited
  • 2009Ergodic BSDEs and related PDEs with Neumann boundary conditions30 cited
  • 2004Limit Theorem for Controlled Backward SDEs and Homogenization of Hamilton?Jacobi?Bellman Equations26 cited

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  • 2015Ergodic control of multi-class $M/M/N+M$ queues in the Halfin–Whitt regime21 cited