화학공학소재연구정보센터
Applied Mathematics and Optimization, Vol.39, No.1, 1-15, 1999
On Bellman equations in quadratic ergodic control with controller constraints
We consider the Bellman equation related to the quadratic ergodic control problem for stochastic differential systems with controller constraints. We solve this equation rigidly in C-2-class, and give the minimal value and the optimal control.