Representation formulas for limit values of long run stochastic optimal controls

Jin Li, Marc Quincampoix, Jérôme Renault and Rainer Buckdahn

No 19-1007, TSE Working Papers from Toulouse School of Economics (TSE)

Keywords: Stochastic nonexpansivity condition; limit value; stochastic optimal control (search for similar items in EconPapers)
JEL-codes: C61 (search for similar items in EconPapers)
Date: 2019-04
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Working Paper: Representation formulas for limit values of long run stochastic optimal controls (2020)
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