Skip to main content
SpringerLink
Log in

On Bellman Equations in Quadratic Ergodic Control with Controller Constraints

  • Published:
Applied Mathematics and Optimization Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Author information

Authors and Affiliations

  1. Department of Mathematics, Faculty of Science, Toyama University, Toyama 930-8555, Japan , , , , , , JP

    Y. Fujita

  2. Department of Mathematical Sciences, Faculty of Science, Ehime University, Matsuyama 790-0826, Japan , , , , , , JP

    H. Morimoto

Authors
  1. Y. Fujita
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. H. Morimoto
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Accepted 9 January 1997

Rights and permissions

Reprints and permissions

About this article

Cite this article

Fujita, Y., Morimoto, H. On Bellman Equations in Quadratic Ergodic Control with Controller Constraints. Appl Math Optim 39, 1–15 (1999). https://doi.org/10.1007/s002459900095

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/s002459900095

Search

Navigation