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"Representation Formulas for Limit Values of Long Run Stochastic Optimal ..."

Rainer Buckdahn et al. (2020)

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DOI: 10.1137/18M1169151

access: closed

type: Journal Article

metadata version: 2020-09-25

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Rainer Buckdahn, Juan Li, Marc Quincampoix, Jérôme Renault:
Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls. SIAM J. Control. Optim. 58(4): 1846-1873 (2020)

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