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On the Solvability of Some Ergodic Control Problems in $\mathbb{R}^d$
2 references·0 citing·10 second hop
On the Solvability of Some Ergodic Control Problems in $\mathbb{R}^d$ (2014)On the Solvability of Some Ergodic Contro…Large time asymptotic problems for optimal stochastic control with superlinear cost (2011)Large time asymptotic problem…On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control (2006)On the structure of solutions…Risk-Sensitive Control on an Infinite Time Horizon (1995)Risk-Sensitive Dynamic Asset Management (1999)Risk‐Sensitive Control and an Optimal Investment Model (2000)Asymptotics of the probability minimizing a “down-side” risk (2010)Large Deviations and Importance Sampling for Systems of Slow-Fast Motion (2012)2 LARGE DEVIATIONS AND IMPORTANCE SAMPLING FOR SYSTEMS OF SLOW-FAST MOTION (2016)Controlled markov processes and viscosity solutions (1994)Controlled Markov Processes and Viscosity Solutions (2005)Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach (2016)Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (2017)
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References

  • 2006On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control64 cited
  • 2011Large time asymptotic problems for optimal stochastic control with superlinear cost35 cited

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