Quasistationary distributions and ergodic control problems
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DOI: 10.1016/j.spa.2021.12.004
Abstract: We introduce and study the basic properties of two ergodic stochastic control problems associated with the quasistationary distribution (QSD) of a diffusion process X relative to a bounded domain. The two problems are in some… read more here.
Keywords: quasistationary distributions; distributions ergodic; ergodic control; control problems ... See more keywords