Stochastic control and principal eigenvaluet†
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Publication:3320263
DOI10.1080/17442508308833285zbMath0535.93070MaRDI QIDQ3320263
Publication date: 1984
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508308833285
49L20: Dynamic programming in optimal control and differential games
90C39: Dynamic programming
93E20: Optimal stochastic control
49K45: Optimality conditions for problems involving randomness
47A70: (Generalized) eigenfunction expansions of linear operators; rigged Hilbert spaces
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- On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle
- A new energy characterization of the smallest eigenvalue of the schrödinger equation
- A minimum principle for the principal eigenvalue for second-order linear elliptic equations with natural boundary conditions
- Differentiability preserving properties of markov semigroups associated with one-dimensional diffusions