A linear PDE approach to the Bellman equation of ergodic control with periodic structure

DOI10.1007/S00245-002-0758-YzbMath1030.49029OpenAlexW2077033743MaRDI QIDQ1401568

Yasuhiro Fujita

Publication date: 18 August 2003

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

Full work available at URL: https://doi.org/10.1007/s00245-002-0758-y

zbMATH Keywords

Schauder fixed-point theoremperiodic structureBellman equation of ergodic controllinear PDE approach

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Periodic solutions to PDEs (35B10) Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

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