On Bellman Equations in Quadratic Ergodic Control with Controller Constraints |
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| Authors: | Y Fujita H Morimoto |
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| Institution: | (1) Department of Mathematics, Faculty of Science, Toyama University, Toyama 930-8555, Japan , JP;(2) Department of Mathematical Sciences, Faculty of Science, Ehime University, Matsuyama 790-0826, Japan , JP |
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| Abstract: | We consider the Bellman equation related to the quadratic ergodic control problem for stochastic differential systems with
controller constraints. We solve this equation rigidly in C
2
-class, and give the minimal value and the optimal control.
Accepted 9 January 1997 |
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| Keywords: | , Ergodic control problem, Bellman equation, Controller constraints, AMS Classification, 93E20, 93C40, |
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