Recurrence and Transience of Optimal Feedback Processes Associated with Bellman Equations of Ergodic Type

DOI10.1137/090772678zbMath1252.60078OpenAlexW2067390362MaRDI QIDQ3115876

Naoyuki Ichihara

Publication date: 11 February 2012

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090772678

zbMATH Keywords

optimal feedback controlLyapunov methodrisk-sensitive controlcriteria for transcience or recurrenceergodic type Bellman equation

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Diffusion processes (60J60) Existence theories for optimal control problems involving partial differential equations (49J20)

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