| bibtype |
J -
Journal Article
|
| ARLID |
0505059 |
| utime |
20240103222057.0 |
| mtime |
20190530235959.9 |
| SCOPUS |
85028818477 |
| WOS |
000468165800002 |
| DOI |
10.1007/s00245-017-9448-7 |
| title
(primary) (eng) |
Ergodic maximum principle for stochastic systems |
| specification |
| page_count |
25 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0256161 |
| ISSN |
0095-4616 |
| title
|
Applied Mathematics and Optimization |
| volume_id |
79 |
| volume |
3 (2019) |
| page_num |
567-591 |
| publisher |
|
|
| keyword |
stochastic maximum principle |
| keyword |
backward stochastic differential equations |
| keyword |
ergodic control problem |
| author
(primary) |
| ARLID |
cav_un_auth*0375560 |
| share |
33 |
| name1 |
Orrieri |
| name2 |
C. |
| country |
IT |
|
| author
|
| ARLID |
cav_un_auth*0375561 |
| share |
33 |
| name1 |
Tessitore |
| name2 |
G. |
| country |
IT |
|
| author
|
| ARLID |
cav_un_auth*0265650 |
| name1 |
Veverka |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| full_dept |
Department of Stochastic Informatics |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| source |
|
| cas_special |
| abstract
(eng) |
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. |
| result_subspec |
WOS |
| RIV |
BA |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10102 |
| reportyear |
2020 |
| num_of_auth |
3 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0297070 |
| confidential |
S |
| mrcbC86 |
3+4 Article Mathematics Applied |
| mrcbC91 |
C |
| mrcbT16-e |
MATHEMATICSAPPLIED |
| mrcbT16-j |
1.164 |
| mrcbT16-s |
0.867 |
| mrcbT16-B |
87.281 |
| mrcbT16-D |
Q1 |
| mrcbT16-E |
Q4 |
| arlyear |
2019 |
| mrcbU14 |
85028818477 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000468165800002 WOS |
| mrcbU63 |
cav_un_epca*0256161 Applied Mathematics and Optimization 0095-4616 1432-0606 Roč. 79 č. 3 2019 567 591 Springer |
|