A singular control problem with an expected and a pathwise ergodic performance criterion.
Journal of Applied Mathematics and Stochastic Analysis (2006)
- Volume: 2006, Issue: 5, page Article ID 82538, 19 p.-Article ID 82538, 19 p.
- ISSN: 2090-3332
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topJack, Andrew, and Zervos, Mihail. "A singular control problem with an expected and a pathwise ergodic performance criterion.." Journal of Applied Mathematics and Stochastic Analysis 2006.5 (2006): Article ID 82538, 19 p.-Article ID 82538, 19 p.. <http://eudml.org/doc/53397>.
@article{Jack2006,
author = {Jack, Andrew, Zervos, Mihail},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {Itô diffusion; singular stochastic control; ergodic expected criterion},
language = {eng},
number = {5},
pages = {Article ID 82538, 19 p.-Article ID 82538, 19 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {A singular control problem with an expected and a pathwise ergodic performance criterion.},
url = {http://eudml.org/doc/53397},
volume = {2006},
year = {2006},
}
TY - JOUR
AU - Jack, Andrew
AU - Zervos, Mihail
TI - A singular control problem with an expected and a pathwise ergodic performance criterion.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
IS - 5
SP - Article ID 82538, 19 p.
EP - Article ID 82538, 19 p.
LA - eng
KW - Itô diffusion; singular stochastic control; ergodic expected criterion
UR - http://eudml.org/doc/53397
ER -
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