Ergodic Control Of Stochastic Differential Systems With Controller Constraints

DOI10.1080/17442509608834076zbMath0867.93084OpenAlexW2052905091MaRDI QIDQ2785313

Hiroaki Morimoto, Yasuhiro Fujita

Publication date: 7 August 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834076

zbMATH Keywords

ergodic controloptimal feedbackcontroller constraints

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Some results on Bellman equations of optimal production control in a stochastic manufacturing system ⋮ Ergodic control in stochastic manufacturing systems with constant demand ⋮ Uniqueness of solution of production control problem in a manufacturing system with degenerate demand ⋮ On consumption/investment problems with long-term time-average utilities

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