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Volumn 15, Issue 5, 1997, Pages 723-750

On Ergodic Control of Stochastic Evolution Equations

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EID: 0031507905     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999708809504     Document Type: Article
Times cited : (9)

References (22)
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  • 2
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  • 5
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    • Invariant measures for semilinear stochastic equations
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    • Da Prato, G.1    Gatarek, D.2    Zabczyk, J.3
  • 11
    • 0347667363 scopus 로고
    • On solving stochastic evolutions by the change of drift with application to optimal control
    • Ed. G. Da Prato, L. Tubaro, Pitman
    • GATAREK D., GOLDYS B., On solving stochastic evolutions by the change of drift with application to optimal control, Proc. Stochastic P. D. Es and Applications. Ed. G. Da Prato, L. Tubaro, Pitman 1992, 180-190.
    • (1992) Proc. Stochastic P. D. Es and Applications , pp. 180-190
    • Gatarek, D.1    Goldys, B.2
  • 13
    • 0028277247 scopus 로고
    • On the existence of optimal controls of Hilbert space-valued diffusions
    • GATAREK D., SOBCZYK J., On the existence of optimal controls of Hilbert space-valued diffusions, SIAM J. Control Optimiz. 32 (1994), 170-175.
    • (1994) SIAM J. Control Optimiz. , vol.32 , pp. 170-175
    • Gatarek, D.1    Sobczyk, J.2
  • 14
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    • Dynamic programming approach to stochastic evolution equations
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  • 15
    • 0017949910 scopus 로고
    • Optimality conditions for the average cost per unit time problem with a diffusion model
    • KUSHNER H. J., Optimality conditions for the average cost per unit time problem with a diffusion model, SIAM J. Control Optimiz. 16 (1978), 330-346.
    • (1978) SIAM J. Control Optimiz. , vol.16 , pp. 330-346
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  • 17
    • 0001358860 scopus 로고    scopus 로고
    • Strong Feller property and irreducibility for diffusions on Hilbert spaces
    • to appear
    • PESZAT S., ZABCZYK J., Strong Feller property and irreducibility for diffusions on Hilbert spaces, Annals of Probability to appear.
    • Annals of Probability
    • Peszat, S.1    Zabczyk, J.2
  • 18
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    • The existence of optimal controls
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  • 19
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    • On the existence of an optimal per unit time control for a degenerate diffusion model
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  • 20
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    • Optimal control of semilinear stochastic evolution equations
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  • 22
    • 0026836919 scopus 로고
    • On the existence of optimal relaxed controls of stochastic partial differential equations
    • ZHOU X. Y., On the existence of optimal relaxed controls of stochastic partial differential equations, SIAM J. Control Optimiz. 30 (1992), 247-261.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.