Ergodic Control of Semilinear Stochastic
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Beniamin Goldys; Bohdan Maslowski
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Article
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1999
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Elsevier Science
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English
⚖ 263 KB
In this paper we consider optimal control of stochastic semilinear equations with Lipschitz continuous drift and cylindrical noise. We show existence and uniqueness Ž . up to an additive constant of solutions to the stationary Hamilton᎐Jacobi equation associated with the cost functional given by the