Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis

Document Details

Document Type
Pub Defense Publication
Publication Date
Nov 01, 2020
Source ID
10.1016/j.spa.2020.06.008

Entities

People

  • Aristotle Arapostathis
  • Guodong Pang
  • Yi Zheng

Organizations

  • Pennsylvania State University
  • University of Texas at Austin