On the Solutions of the Problem for a Singular Ergodic Control
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DOI: 10.1007/s10957-017-1099-y
Abstract: This paper discusses an eigenvalue problem for a singular ergodic control. The eigenvalue has a probabilistic interpretation which can be regarded as the least, long-time averaged (ergodic) cost for a singular control problem. The existence… read more here.
Keywords: control; singular ergodic; solutions problem; ergodic control ... See more keywords