A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians

Joe Jackson, Gechun Liang. A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians. SIAM J. Control and Optimization, 61(3):1273-1296, June 2023. [doi]

Abstract

Abstract is missing.