A comparison theorem for Bellman equations of ergodic control.

zbMath1051.93098MaRDI QIDQ1413590

Katsushi Ohmori, Yasuhiro Fujita

Publication date: 17 November 2003

Published in: Differential and Integral Equations (Search for Journal in Brave)

zbMATH Keywords

Bellman equationcomparison theoremwell-posednessergodic controloptimal valuesub/super-solution

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Variational methods applied to PDEs (35A15) Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60)

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