Reference
Rainer Buckdahn, Jin Li, Marc Quincampoix, and Jérôme Renault, “Representation formulas for limit values of long run stochastic optimal controls”, SIAM Journal on Control and Optimization, vol. 58, n. 4, January 2020, pp. 1846–1873.
Published in
SIAM Journal on Control and Optimization, vol. 58, n. 4, January 2020, pp. 1846–1873