Title :
On bang-bang laws in multidimensional ergodic control
Author :
Fujita, Yasuhiro ; Morimoto, Hiroaki
Author_Institution :
Fac. of Sci., Toyama Univ., Japan
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;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.572822
