A Linear PDE Approach to the Bellman Equation of Ergodic Control with Periodic Structure

Journal Article · Wed Mar 12 00:00:00 EST 2003 · Applied Mathematics and Optimization

DOI:https://doi.org/10.1007/S00245-002-0758-Y· OSTI ID:21064236

Fujita, Y ^[1]

---

1. Department of Mathematics, Faculty of Science, Toyama University, Toyama 930-8555 (Japan)

In this paper we give a new proof of the existence result of Bensoussan [1, Theorem II-6.1] for the Bellman equation of ergodic control with periodic structure. This Bellman equation is a nonlinear PDE, and he constructed its solution by using the solution of a nonlinear PDE. On the contrary, our key idea is to solve two linear PDEs. Hence, we propose a linear PDE approach to this Bellman equation.

• OSTI ID: 21064236
• Journal Information: Applied Mathematics and Optimization, Vol. 47, Issue 2; Other Information: DOI: 10.1007/s00245-002-0758-y; Copyright (c) 2003 Springer-Verlag New York Inc.; Article Copyright (c) Inc. 2003 Springer-Verlag New York; Country of input: International Atomic Energy Agency (IAEA); ISSN 0095-4616
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
CONTROL THEORY
MATHEMATICAL SOLUTIONS
NONLINEAR PROBLEMS
PARTIAL DIFFERENTIAL EQUATIONS
PERIODICITY