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Some Results on the Bellman Equation of Ergodic Control

✍ Scribed by Morimoto, Hiroaki; Okada, Masami


Book ID
118208055
Publisher
Society for Industrial and Applied Mathematics
Year
1999
Tongue
English
Weight
330 KB
Volume
38
Category
Article
ISSN
0363-0129

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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