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On Stochastic Ergodic Control in Infinite Dimensions

  • Beniamin GoldysEmail author
  • Bohdan Maslowski
Conference paper
Part of the Progress in Probability book series (PRPR, volume 63)

Abstract

Some recent results on stochastic ergodic control problems in infinite- dimensional state spaces are reviewed, a special attention being paid to the ergodic control of stochastic semilinear reaction-diffusion equations. Earlier achievements obtained in this field (as well as some of those obtained for the discounted cost optimization problem) are summarized. Some of the recently obtained results that will appear in the forthcoming paper [15] are described in more detail.

Keywords

Stochastic ergodic control Hamilton-Jacobi equation stochastic semilinear equation 

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Copyright information

© Springer Basel AG 2011

Authors and Affiliations

  1. 1.School of Mathematics and StatisticsUNSWSydneyAustralia
  2. 2.Faculty of Mathematics and PhysicsCharles UniversityPrague 8Czech Republic

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