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Applied Stochastic Analysis pp 21–29Cite as

On Bellman equations of ergodic control in R n

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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 177))

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References

  1. A. Bensoussan, J. Frehse: On Bellman equation of ergodic type with quadratic growth Hamiltonian. Contributions to Modern Calculus of Variations, Pitman Res. Notes Math. Series, ed. L. Cesari, Longman, Vol. 148(1987), 13–26.

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  2. A. Bensoussan, H. Nagai: An ergodic control arising from the principal eigenfunction of an elliptic operator, J. Math. Soc. Japan, Vol. 43, no 1, 1991.

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  3. P. Gimbert: Problèmes de Neumann quasi-linéaires, J. Funct. Analysis 68 (1985), 65–72.

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  4. J.M. Lasry: Contrôle stochastique ergodique, Thèse d'Etat, Université Paris Dauphine, 1974.

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  5. P.L. Lions: Quelques remarques sur les problèmes elliptiques quasi-linéaires du 2ème ordre, J. Anal. Math. 45 (1985), 234–254.

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Authors and Affiliations

  1. University Paris Dauphine and INRIA, Italy

    A. Bensoussan

  2. Institüt für Angewandte Mathematik der Universität Bonn, Germany

    J. Frehse

Authors
  1. A. Bensoussan
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  2. J. Frehse
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Ioannis Karatzas Daniel Ocone

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© 1992 Springer-Verlag

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Bensoussan, A., Frehse, J. (1992). On Bellman equations of ergodic control in R n . In: Karatzas, I., Ocone, D. (eds) Applied Stochastic Analysis. Lecture Notes in Control and Information Sciences, vol 177. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007045

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  • DOI: https://doi.org/10.1007/BFb0007045

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-55296-3

  • Online ISBN: 978-3-540-47017-5

  • eBook Packages: Springer Book Archive

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