Ergodic Control Of Stochastic Differential Systems With Controller Constraints
From MaRDI portal
Publication:2785313
DOI10.1080/17442509608834076zbMath0867.93084MaRDI QIDQ2785313
Hiroaki Morimoto, Yasuhiro Fujita
Publication date: 7 August 1997
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509608834076
93E20: Optimal stochastic control
Related Items
On consumption/investment problems with long-term time-average utilities, Some results on Bellman equations of optimal production control in a stochastic manufacturing system, Ergodic control in stochastic manufacturing systems with constant demand, Uniqueness of solution of production control problem in a manufacturing system with degenerate demand, A partial history of the early development of continuous-time nonlinear stochastic systems theory