An ergodic control problem arising from the principal eigenfunction of an elliptic operator

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Publication:1174754

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DOI10.2969/jmsj/04310049zbMath0746.35004OpenAlexW2002159744MaRDI QIDQ1174754

Hideo Nagai, Alain Bensoussan

Publication date: 25 June 1992

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/04310049

zbMATH Keywords

existence of nonnegative solutions method of super- and subsolutions

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (5)

Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential ⋮ Asymptotics of robust utility maximization ⋮ Optimal control of molecular dynamics using Markov state models ⋮ Optimal control of multiscale systems using reduced-order models ⋮ On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient

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