On a stochastic representation for the principal eigenvalue of a second-order differential equation
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Publication:3873267
DOI10.1080/17442508008833153zbMath0434.60065OpenAlexW2125180635WikidataQ115295082 ScholiaQ115295082MaRDI QIDQ3873267
Publication date: 1980
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508008833153
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
Related Items (11)
Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential ⋮ Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem ⋮ Stochastic calculus of variations and mechanics ⋮ Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds ⋮ Stochastic control and principal eigenvaluet† ⋮ Least energy approximation for processes with stationary increments ⋮ Quadratic forms for Feynman-Kac semigroups ⋮ Energy of taut strings accompanying Wiener process ⋮ Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge ⋮ Lagrange approach to the optimal control of diffusions ⋮ Microscopic open systems
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- Optimal stationary linear control of the Wiener process
- Stochastically perturbed dynamical systems
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- A new energy characterization of the smallest eigenvalue of the schrödinger equation
- Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
- A minimum principle for the principal eigenvalue for second-order linear elliptic equations with natural boundary conditions
- Optimal Stationary Control of a Linear System with State-Dependent Noise
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