"Optimal Ergodic Control of Linear Stochastic Differential Equations with ..."

Hongwei Mei, Qingmeng Wei, Jiongmin Yong (2021)

> Home

Details and statistics

DOI: 10.1137/20M1334206

access: closed

type: Journal Article

metadata version: 2023-11-12

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamco/MeiWY21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamco/MeiWY21
Hongwei Mei, Qingmeng Wei, Jiongmin Yong:
Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights. SIAM J. Control. Optim. 59(1): 584-613 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.