On Bellman equations in quadratic ergodic control with controller constraints

DOI10.1007/S002459900095zbMath0928.93066OpenAlexW2093006295MaRDI QIDQ1282147

K. Appert

Publication date: 5 May 1999

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002459900095

zbMATH Keywords

Hamilton-Jacobi-Bellman equationcontrol constraintscontrolled driftquadratic ergodic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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