A comparison theorem for Bellman equations of ergodic control. (Q1413590)
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| Language | Label | Description | Also known as |
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| English | A comparison theorem for Bellman equations of ergodic control. |
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A comparison theorem for Bellman equations of ergodic control. (English)
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17 November 2003
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This paper deals with Bellman equations for stochastic ergodic controls. The authors obtain a comparison theorem for classical sub/super-solutions of ergodic-type Bellman equations and present the following results, using their theorem: (1) Evaluations for both the lower and the upper bound of the optimal value. (2) Uniqueness results for solutions to the equation.
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comparison theorem
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Bellman equation
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ergodic control
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sub/super-solution
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optimal value
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well-posedness
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