Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift (Q4644420): Difference between revisions

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scientific article; zbMATH DE number 6997797

Language	Label	Description	Also known as
English	Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift	scientific article; zbMATH DE number 6997797

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scholarly article

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Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift (English)

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Emmanuel Chasseigne

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Naoyuki Ichihara

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SIAM Journal on Control and Optimization

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publication date

7 January 2019

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zbMATH Keywords

ergodic problem

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viscous Hamilton-Jacobi equation

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stochastic ergodic control

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generalized eigenvalue problem

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MaRDI profile type

MaRDI publication profile

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Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs

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Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control

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On unbounded solutions of ergodic problems in ℝ<sup><i>m</i></sup>for viscous Hamilton–Jacobi equations

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On the large time behavior of solutions of the Dirichlet problem for subquadratic viscous Hamilton-Jacobi equations

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Space-Time Periodic Solutions and Long-Time Behavior of Solutions to Quasi-linear Parabolic Equations

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A new method for large time behavior of degenerate viscous Hamilton-Jacobi equations with convex Hamiltonians

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On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary

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Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations

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On the Solvability of Some Ergodic Control Problems in $\mathbb{R}^d$

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Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach

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Risk-Sensitive Control on an Infinite Time Horizon

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Asymptotic Solutions of Viscous Hamilton–Jacobi Equations with Ornstein–Uhlenbeck Operator

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Elliptic Partial Differential Equations of Second Order

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A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions

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Recurrence and Transience of Optimal Feedback Processes Associated with Bellman Equations of Ergodic Type

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Large time asymptotic problems for optimal stochastic control with superlinear cost

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Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control

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The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type

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Large Time Behavior of Solutions of Hamilton--Jacobi--Bellman Equations with Quadratic Nonlinearity in Gradients

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On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control

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Large time behavior for some nonlinear degenerate parabolic equations

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Résolution de problèmes elliptiques quasilineaires

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Linear and quasilinear elliptic equations

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Downside risk minimization via a large deviations approach

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Large Time Behavior of Solutions to SemiLinear Equations with Quadratic Growth in the Gradient

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Global solutions of inhomogeneous Hamilton-Jacobi equations

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full work available at URL

https://doi.org/10.1137/18m1179328

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Identifiers

zbMATH Open document ID

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10.1137/18M1179328

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4644420

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