Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels

Document Details

Document Type
Pub Defense Publication
Publication Date
Jan 01, 2019
Source ID
10.1137/18m1166717

Entities

People

  • Aristotle Arapostathis
  • Guodong Pang
  • Luis Caffarelli
  • Yi Zheng

Organizations

  • Army Research Office
  • National Science Foundation
  • Office of Naval Research