Keywords
Stochastic nonexpansivity condition; limit value; stochastic optimal control;
JEL codes
- C61: Optimization Techniques • Programming Models • Dynamic Analysis
Reference
Rainer Buckdahn, Jin Li, Marc Quincampoix, and Jérôme Renault, “Representation formulas for limit values of long run stochastic optimal controls”, TSE Working Paper, n. 19-1007, April 2019.
See also
Published in
TSE Working Paper, n. 19-1007, April 2019