Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor

DOI10.1016/S0294-1449(97)80134-5zbMath0892.49015OpenAlexW2051631857MaRDI QIDQ1368892

Mariko Arisawa

Publication date: 16 July 1998

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPC_1997__14_4_415_0

zbMATH Keywords

viscosity solutionHamilton-Jacobi-Bellman equationsergodic attractor

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi theories (49L99)

Related Items (18)

Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions. ⋮ Ergodic BSDEs and related PDEs with Neumann boundary conditions ⋮ Some homogenization results for non-coercive Hamilton-Jacobi equations ⋮ Ergodic problem for the Hamilton-Jacobi-Bellman equation. II ⋮ Limit value for optimal control with general means ⋮ Linear programming formulation of long-run average optimal control problem ⋮ Herglotz' variational principle and Lax-Oleinik evolution ⋮ A survey of average cost problems in deterministic discrete-time control systems ⋮ On representation formulas for long run averaging optimal control problem ⋮ Unique ergodicity of deterministic zero-sum differential games ⋮ On the rate of convergence of infinite horizon discounted optimal value functions ⋮ On ergodic problem for Hamilton-Jacobi-Isaacs equations ⋮ Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view ⋮ Ergodic Type Problems and Large Time Behaviour of Unbounded Solutions of Hamilton–Jacobi Equations ⋮ Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games ⋮ Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses ⋮ On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions ⋮ The turnpike property and the longtime behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Neumann type boundary conditions for Hamilton-Jacobi equations
• Infinite-dimensional dynamical systems in mechanics and physics
• Hamilton-Jacobi Equations with State Constraints
• Viscosity Solutions of Hamilton-Jacobi Equations
• Optimal Control with State-Space Constraint. II
• On Some Impulse Control Problems with Long Run Average Cost
• On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains
• Fully nonlinear Neumann type boundary conditions for first-order Hamilton–Jacobi equations

This page was built for publication: Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor