DocumentCode
306666
Title
On bang-bang laws in multidimensional ergodic control
Author
Fujita, Yasuhiro ; Morimoto, Hiroaki
Author_Institution
Fac. of Sci., Toyama Univ., Japan
Volume
2
fYear
1996
fDate
11-13 Dec 1996
Firstpage
1775
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
Keywords
bang-bang control; differential equations; dynamic programming; minimisation; multidimensional systems; optimal control; stochastic systems; Bellman equations; bang-bang laws; controller constraints; minimal value; multidimensional ergodic control; optimal control; stochastic differential systems; Control systems; Cost function; Differential equations; Discrete wavelet transforms; Mathematics; Motion control; Multidimensional systems; Optimal control; Stochastic systems; Strain control;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location
Kobe
ISSN
0191-2216
Print_ISBN
0-7803-3590-2
Type
conf
DOI
10.1109/CDC.1996.572822
Filename
572822
Link To Document