Recurrence and transience of optimal feedback processes associated with bellman equations of ergodic type

SIAM Journal on Control and Optimization

Volumn 49, Issue 5, 2011, Pages 1938-1960

  Ichihara, Naoyuki ^a  

^a HIROSHIMA UNIVERSITY   (Japan)

Author keywords

Criteria for transience or recurrence; Ergodic type Bellman equation; Lyapunov method; Optimal feedback control; Risk sensitive control

Indexed keywords

BELLMAN EQUATIONS; CRITERIA FOR TRANSIENCE OR RECURRENCE; LYAPUNOV; OPTIMAL FEEDBACK CONTROL; RISK SENSITIVE CONTROL;

LYAPUNOV METHODS; OPTIMIZATION;

DYNAMIC PROGRAMMING;

EID: 80755163132     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/090772678     Document Type: Article

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