On the solvability of some ergodic control problems in ℝd

SIAM Journal on Control and Optimization

Volumn 52, Issue 6, 2014, Pages 4001-4026

  Cirant, Marco ^a  

^a UNIVERSITY OF PADOVA   (Italy)

Author keywords

Ergodic stochastic control; Hamilton Jacobi Bellman equations; Long time behavior of optimal feedback strategies

Indexed keywords

COST FUNCTIONS; DYNAMIC PROGRAMMING; LYAPUNOV FUNCTIONS; LYAPUNOV METHODS;

CONTROL SPACES; ERGODIC CONTROL; HAMILTON JACOBI BELLMAN EQUATION; LAGRANGIAN FUNCTIONS; OPTIMAL CONTROLS; OPTIMAL FEEDBACK; STOCHASTIC CONTROL; STOCHASTIC ERGODIC CONTROL;

STOCHASTIC SYSTEMS;

EID: 84920181266     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/140953903     Document Type: Article

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