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Seminar on Stochastic Analysis, Random Fields and Applications VIOn Stochastic Ergodic Control in Infinite Dimensions

Seminar on Stochastic Analysis, Random Fields and Applications VI: On Stochastic Ergodic Control... [Some recent results on stochastic ergodic control problems in infinite- dimensional state spaces are reviewed, a special attention being paid to the ergodic control of stochastic semilinear reaction-diffusion equations. Earlier achievements obtained in this field (as well as some of those obtained for the discounted cost optimization problem) are summarized. Some of the recently obtained results that will appear in the forthcoming paper [15] are described in more detail.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Seminar on Stochastic Analysis, Random Fields and Applications VIOn Stochastic Ergodic Control in Infinite Dimensions

Part of the Progress in Probability Book Series (volume 63)
Editors: Dalang, Robert; Dozzi, Marco; Russo, Francesco

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References (21)

Publisher
Springer Basel
Copyright
© Springer Basel AG 2011
ISBN
978-3-0348-0020-4
Pages
95 –107
DOI
10.1007/978-3-0348-0021-1_6
Publisher site
See Chapter on Publisher Site

Abstract

[Some recent results on stochastic ergodic control problems in infinite- dimensional state spaces are reviewed, a special attention being paid to the ergodic control of stochastic semilinear reaction-diffusion equations. Earlier achievements obtained in this field (as well as some of those obtained for the discounted cost optimization problem) are summarized. Some of the recently obtained results that will appear in the forthcoming paper [15] are described in more detail.]

Published: Feb 4, 2011

Keywords: Stochastic ergodic control; Hamilton-Jacobi equation; stochastic semilinear equation

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