26 citations · 53 across the 14 of their papers we have counts for
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math.PR2015
Stochastic differential equations of second order with a small parameter
Mikhail Kamenskii, Marc Quincampoix, Serguei Pergamenchtchikov
We consider boundary value problems for stochastic differential equations of second order with a small parameter. For this case we prove a special existence and unicity theorem for…
math.OC2015★ 14 cited
Limit value for optimal control with general means
Xiaoxi Li, Marc Quincampoix, Jérôme Renault
We consider optimal control problem with an integral cost which is a mean of a given function. As a particular case, the cost concerned is the Cesàro average. The limit of the valu…