Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces

Marco Fuhrman, Ying Hu, Gianmario Tessitore. Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces. SIAM J. Control and Optimization, 48(3):1542-1566, 2009. [doi]

Authors

Marco Fuhrman

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Ying Hu

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Gianmario Tessitore

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