Abstract
In this paper we consider a one-dimensional ratio ergodic control problem. We obtain both the optimal control and the minimum value by solving the corresponding Bellman equation rigidly in C 2— class.
The author was partially supported by the Grant-in-Aid for Encouragement of Young Scientists (No. 09740140) by the Ministry of Education Science, and Culture of Japan.
The original version of this chapter was revised: The copyright line was incorrect. This has been corrected. The Erratum to this chapter is available at DOI: 10.1007/978-0-387-35359-3_40
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Keywords
- Strong Solution
- Bellman Equation
- Stochastic Calculus
- Piecewise Continuous Function
- Borel Measurable Function
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© 1999 IFIP International Federation for Information Processing
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Fujita, Y. (1999). A One-Dimensional Ratio Ergodic Control Problem. In: Chen, S., Li, X., Yong, J., Zhou, X.Y. (eds) Control of Distributed Parameter and Stochastic Systems. IFIP Advances in Information and Communication Technology, vol 13. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-35359-3_25
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DOI: https://doi.org/10.1007/978-0-387-35359-3_25
Publisher Name: Springer, Boston, MA
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