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"A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control ..."

Joe Jackson, Gechun Liang (2023)

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DOI: 10.1137/21M1460958

access: closed

type: Journal Article

metadata version: 2023-08-18

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Joe Jackson, Gechun Liang:
A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians. SIAM J. Control. Optim. 61(3): 1273-1296 (2023)

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