Optimal ergodic control of Markov diffusion processes with minimum variance

Author: Jasso-Fuentes Héctor   Hernández-Lerma Onésimo  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.85, Iss.6, 2013-12, pp. : 929-945

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Abstract