Ergodic maximum principle for stochastic systems
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F19%3A00505059" target="_blank" >RIV/67985556:_____/19:00505059 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/article/10.1007/s00245-017-9448-7?shared-article-renderer" target="_blank" >https://link.springer.com/article/10.1007/s00245-017-9448-7?shared-article-renderer</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s00245-017-9448-7" target="_blank" >10.1007/s00245-017-9448-7</a>
Alternative languages
Result language
angličtina
Original language name
Ergodic maximum principle for stochastic systems
Original language description
A version of the stochastic maximum principle for ergodic control problems is presented. In particular, necessary (and sufficient) conditions for optimality for controlled dissipative systems in finite dimensions are given.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10102 - Applied mathematics
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Applied Mathematics and Optimization
ISSN
0095-4616
e-ISSN
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Volume of the periodical
79
Issue of the periodical within the volume
3
Country of publishing house
US - UNITED STATES
Number of pages
25
Pages from-to
567-591
UT code for WoS article
000468165800002
EID of the result in the Scopus database
2-s2.0-85028818477