0505059 20240103222057.020190530235959.9 85028818477 000468165800002 10.1007/s00245-017-9448-7 25 s. P cav_un_epca*02561610095-4616793 (2019)567-591Springer stochastic maximum principle backward stochastic differential equations ergodic control problem cav_un_auth*0375560 33 Orrieri C. IT cav_un_auth*0375561 33 Tessitore G. IT cav_un_auth*0265650 Veverka Petr UTIA-B Stochastická informatika Department of Stochastic Informatics SI SI Department of Stochastic Informatics CZ Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2019/E/veverka-0505059.pdf https://link.springer.com/article/10.1007/s00245-017-9448-7?shared-article-renderer A version of the stochastic maximum principle for ergodic control problems is presented. In particular, necessary (and sufficient) conditions for optimality for controlled dissipative systems in finite dimensions are given. WOS BA 10000 10100 10102 2020 3 RVO:67985556 http://hdl.handle.net/11104/0297070 S 3+4 Article Materials Science Ceramics|Materials Science Multidisciplinary C MATHEMATICS.APPLIED 1.731 1.036 13.7 0.00296 1.164 1451 57 0.867 29.26 1.95 235 Q1 2.286 55 Q1 87.281 90.2 Q1 Q4 1.2 Q1 90.23 2019 85028818477 SCOPUS PUBMED 000468165800002 WOS cav_un_epca*0256161 Applied Mathematics and Optimization 0095-4616 1432-0606 Roč. 79 č. 3 2019 567 591 Springer