Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels
- 期刊名称SIAM Journal on Control and Optimization
- 作者Arapostathis, Ari; Caffarelli, Luis; Pang, Guodong; Zheng, Yi
- 卷第57卷
- 期第2期
- 印刷ISSN0363-0129
- 电子ISSN1095-7138
- 文件大小339.29KB
- 发表时间2019-01
- DOI10.1137/18M1166717
- 页码1516-1540
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