"Ergodic Control of a Class of Jump Diffusions with Finite Lévy ..."

Ari Arapostathis et al. (2019)

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DOI: 10.1137/18M1166717

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/ArapostathisCPZ19
Ari Arapostathis, Luis Caffarelli, Guodong Pang, Yi Zheng:
Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels. SIAM J. Control. Optim. 57(2): 1516-1540 (2019)

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