Pages that link to "Item:Q391379"
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The following pages link to Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control (Q391379):
Displayed 8 items.
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- Zero-sum stochastic differential games with risk-sensitive cost (Q2301679) (← links)
- The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type (Q2349405) (← links)
- Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations (Q2397181) (← links)
- Phase Transitions for Controlled Markov Chains on Infinite Graphs (Q2796102) (← links)
- On unbounded solutions of ergodic problems in ℝ<sup><i>m</i></sup>for viscous Hamilton–Jacobi equations (Q2955384) (← links)
- Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift (Q4644420) (← links)
- A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ (Q5855517) (← links)