A one-dimensional ratio ergodic control problem

MaRDI QIDQ2712225zbMATH OpenFDO

Authors Yasuhiro Fujita

Publication date 23 April 2002

zbMATH Keywords

Bellman equationoptimal ergodic control problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cited in

(3)

• Optimal control of a one-dimensional storage process
• An Abelian Limit Approach to a Singular Ergodic Control Problem
• A simple proof of the theorem concerning optimality in a one-dimensional ergodic control problem

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