Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation

DOI10.1006/JMAA.1999.6387zbMath0939.93043OpenAlexW2011279495MaRDI QIDQ1301880

Bohdan Maslowski, Beniamin Goldys

Publication date: 12 November 1999

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1999.6387

zbMATH Keywords

optimal controlHamilton-Jacobi equationergodic cost functional

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (14)

On Stochastic Ergodic Control in Infinite Dimensions ⋮ Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition ⋮ Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach ⋮ Generalized solutions of HJB equations applied to stochastic control on Hilbert space ⋮ Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces ⋮ Ergodic maximum principle for stochastic systems ⋮ Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process ⋮ Ergodic BSDEs with Multiplicative and Degenerate Noise ⋮ Ergodic BSDEs under weak dissipative assumptions ⋮ Diffusion semigroups in spaces of continuous functions with mixed topology ⋮ Mild solutions of semilinear elliptic equations in Hilbert spaces ⋮ Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency ⋮ Hypercontractivity of Solutions to Hamilton-Jacobi Equations ⋮ Uniform Exponential Ergodicity of Stochastic Dissipative Systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Geometric theory of semilinear parabolic equations
• A Hille-Yosida theorem for weakly continuous semigroups
• Strong solutions of Cauchy problems associated to weakly continuous semigroups
• Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces
• Infinite-dimensional elliptic equations with Hölder-continuous coefficients
• Regular solutions of second-order stationary Hamilton-Jacobi equations
• Ergodic Control of Multidimensional Diffusions I: The Existence Results
• Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
• On probability distributions of solutions of semilinear stochastic evolution equations
• Strong feller property for stochastic semilinear equations
• On regularity properties of nonsymmetric ornstein-uhlenbeck semigroup inL^Pspaces
• Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces
• On ergodic control of stochastic evolution equations
• Ergodic Boundary/Point Control of Stochastic Semilinear Systems
• Ergodic behaviour of stochastic parabolic equations
• Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
• On the Control of Non-Terminating Diffusion Processes
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation