Pages that link to "Item:Q2955384"
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The following pages link to On unbounded solutions of ergodic problems in ℝ<sup><i>m</i></sup>for viscous Hamilton–Jacobi equations (Q2955384):
Displayed 14 items.
- Concentration of ground states in stationary mean-field games systems (Q1625439) (← links)
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- On ergodic control problem for viscous Hamilton-Jacobi equations for weakly coupled elliptic systems (Q2074444) (← links)
- Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift (Q2131382) (← links)
- The Dyson and Coulomb games (Q2195872) (← links)
- Zero-sum stochastic differential games with risk-sensitive cost (Q2301679) (← links)
- On unbounded solutions of ergodic problems for non-local Hamilton-Jacobi equations (Q2633306) (← links)
- Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift (Q4644420) (← links)
- Large-time behavior of unbounded solutions of viscous Hamilton-Jacobi equations in RN (Q4994925) (← links)
- On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient (Q5239048) (← links)
- Ergodic mean-field games with aggregation of Choquard-type (Q6046129) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
- A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation (Q6148455) (← links)
- An approach to elliptic equations with nonlinear gradient terms via a modulation framework (Q6188704) (← links)
