5 problems

Uniform-horizon conjecture. The function $\tau(\epsilon):\mathbb{R}\to\mathbb{N}$ is independent of $N$ and depends only on

Let $w$ be the solution of the parabolic equation and let $(\lambda,\phi)$ be a viscosity solution of the ergodic HJB equation. Define … The bounded function $G$ should tend to a c…

Ergodicity conjecture. The strong ergodicity assumption could be weakened.

The controlled diffusions associated with the multi-class $M/M/N+M$ queueing model are considered, with Markov controls allowed to vary over the control class described in the pape…

Let $u^*$ be the convex, $C^{1,1}(\mathbb{R}^n)$ solution associated to the eigenvalue $\lambda^*$, and define … where the infimum is over the relevant $C^2(\mathbb{R}^n)$ supersol…