𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On Bellman Equations in Quadratic Ergodic Control with Controller Constraints

✍ Scribed by Y. Fujita; H. Morimoto


Publisher
Springer
Year
1999
Tongue
English
Weight
162 KB
Volume
39
Category
Article
ISSN
0095-4616

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Further results on the Bellman equation
✍ Michael Malisoff πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 362 KB

In a series of papers, we proved theorems characterizing the value function in exit time optimal control as the unique viscosity solution of the corresponding Bellman equation that satisΓΏes appropriate side conditions. The results applied to problems which satisfy a positivity condition on the integ