Asymptotic evolution of a stochastic control problem when the discount vanishes
Analyse des systèmes, Astérisque, no. 75-76 (1980), pp. 227-237. 
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     title = {Asymptotic evolution of a stochastic control problem when the discount vanishes},
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Tarres, R. Asymptotic evolution of a stochastic control problem when the discount vanishes, in Analyse des systèmes, Astérisque, no. 75-76 (1980), pp. 227-237. http://archive.numdam.org/item/AST_1980__75-76__227_0/

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[7] G. S. Ladde, V. Lakshmikantham, P. T. Liu.- Differential inequalities and Ito type stochastic differential equations. Proc. "Equations différentielles et fonctionnelles non linéaires", ed. by P. Janssens, J. Mawhin, N. Rouche ; Hermann 1973. | MR | Zbl

[8] J. M. Lasry.- Evolution of problems of stochastic control when the discount vanishes. Cahier de Mathématiques de la Décision n°7519 ; or Thesis (Univ. Paris-Dauphine). Or Proc. "Congrés de Contrôle optimal, I.R.I.A. 1974", Lecture Notes in Economics and mathematical systems n°107, ed. by A. Bensoussan, J.L. Lions. Springer-Verlag 1975. | Zbl

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[10] R. Tarres. - Contrôle optimal d'une diffusion non contrainte et non explosive ; comportement lorsque le taux d'actualisation du critère intégral s'annule. Thèse de 3ème Cycle et Cahier de Math, de la Décision n°7809, Univ. Paris-Dauphine.

R. Tarres. The results containded in the thesis are summarized in a report to appear in : Proc. Workshop on stochastic control theory and stochastic differential systems, Univ. of Bonn, January 1979 ; Lecture Notes, Springer-Verlag.

[11] R. Tarres. - To appear : The generalization of the theorems contained in the present work to the n-dimensional case.

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