On Bellman equations in quadratic ergodic control with controller constraints (Q1282147)
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scientific article; zbMATH DE number 1269969
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| English | On Bellman equations in quadratic ergodic control with controller constraints |
scientific article; zbMATH DE number 1269969 |
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On Bellman equations in quadratic ergodic control with controller constraints (English)
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5 May 1999
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A quadratic ergodic control problem for a diffusion process with controlled drift and control constraints is explicitly solved. The approach is based on the analysis of the corresponding Hamilton-Jacobi-Bellman equation.
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quadratic ergodic control
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controlled drift
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control constraints
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Hamilton-Jacobi-Bellman equation
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0.8470553159713745
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0.8349912166595459
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0.8347371220588684
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