Abstract
We consider the multidimensional ergodic control problem for stochastic differential systems with controller constraints. We show that the optimal control is given by the bang-bang law, and the minimal value by the solution of corresponding Bellman equations.
| Original language | English |
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| Title of host publication | Proceedings of the IEEE Conference on Decision and Control |
| Editors | Anon |
| Pages | 1775-1776 |
| Number of pages | 2 |
| State | Published - 1996 |
| Event | Proceedings of the 35th IEEE Conference on Decision and Control. Part 4 (of 4) - Kobe, Jpn Duration: 1996/12/11 → 1996/12/13 |
Publication series
| Name | Proceedings of the IEEE Conference on Decision and Control |
|---|---|
| Volume | 2 |
| ISSN (Print) | 0191-2216 |
Conference
| Conference | Proceedings of the 35th IEEE Conference on Decision and Control. Part 4 (of 4) |
|---|---|
| City | Kobe, Jpn |
| Period | 1996/12/11 → 1996/12/13 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization